+732.1%
CB vs ULTA
+1,583.0%
-850.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.6% | +1.2% | -0.9% |
| 7D | -0.6% | +0.7% | -1.3% | -0.8% |
| 30D | -3.9% | -2.8% | -1.1% | -3.5% |
| 3M | +4.9% | +18.7% | -13.8% | +1.0% |
| 6M | +3.3% | -15.0% | +18.3% | +5.8% |
| YTD | +8.5% | -9.2% | +17.7% | +9.5% |
| 1Y | +22.1% | +5.7% | +16.4% | +19.0% |
| 3Y | +70.1% | +32.8% | +37.4% | +54.0% |
| 5Y | +97.4% | +46.0% | +51.4% | +71.5% |
| 10Y | +216.8% | +125.5% | +91.3% | +135.9% |
| All | +732.1% | +1,583.0% | -850.9% | +205.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ULTA.
Daily Out/Under-Performance
Portfolio return minus ULTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ULTA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ULTA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling