+821.7%
CB vs ULTA
+1,894.7%
-1,073.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.6% |
| 7D | 0.0% | +0.2% | -0.1% | 0.0% |
| 30D | +7.4% | +12.4% | -5.0% | +4.8% |
| 3M | +8.6% | +22.4% | -13.8% | +4.1% |
| 6M | +16.1% | +28.9% | -12.7% | +9.8% |
| YTD | +20.2% | +7.6% | +12.6% | +17.1% |
| 1Y | +27.2% | +21.6% | +5.6% | +20.5% |
| 3Y | +72.7% | +67.0% | +5.6% | +49.2% |
| 5Y | +105.9% | +64.2% | +41.8% | +75.2% |
| 10Y | +248.1% | +172.5% | +75.5% | +149.8% |
| All | +821.7% | +1,894.7% | -1,073.1% | +227.1% |
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