+989.0%
CBOE vs ULTA
+2,095.8%
-1,106.7%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.1% | -4.3% | -2.5% |
| 7D | -5.8% | -3.1% | -2.7% | -5.4% |
| 30D | -3.1% | +2.8% | -5.9% | -3.6% |
| 3M | -4.8% | +14.8% | -19.5% | -6.8% |
| 6M | -0.6% | -16.2% | +15.7% | +1.3% |
| YTD | +12.8% | -9.6% | +22.4% | +13.6% |
| 1Y | +19.8% | +4.8% | +15.0% | +17.8% |
| 3Y | +86.9% | +30.7% | +56.3% | +73.9% |
| 5Y | +136.5% | +45.9% | +90.7% | +112.4% |
| 10Y | +368.4% | +129.0% | +239.4% | +265.1% |
| All | +989.0% | +2,095.8% | -1,106.7% | +431.2% |
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