+818.1%
CB vs ULTA
+1,919.6%
-1,101.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.5% |
| 7D | -1.0% | -0.2% | -0.8% | -1.0% |
| 30D | +7.3% | +16.1% | -8.8% | +4.1% |
| 3M | +7.0% | +21.7% | -14.7% | +2.7% |
| 6M | +16.3% | +28.7% | -12.4% | +10.0% |
| YTD | +19.7% | +8.9% | +10.8% | +16.4% |
| 1Y | +27.8% | +26.1% | +1.7% | +20.2% |
| 3Y | +72.0% | +69.1% | +2.9% | +48.2% |
| 5Y | +104.9% | +66.6% | +38.3% | +73.8% |
| 10Y | +246.7% | +175.9% | +70.8% | +148.3% |
| All | +818.1% | +1,919.6% | -1,101.5% | +225.1% |
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