+474.3%
CBRE vs ULTA
+1,583.0%
-1,108.6%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.6% | -1.1% | -2.6% |
| 7D | -1.5% | +0.7% | -2.2% | -1.8% |
| 30D | -4.0% | -2.8% | -1.2% | -3.1% |
| 3M | +8.0% | +18.7% | -10.7% | -0.6% |
| 6M | +4.0% | -15.0% | +19.0% | +9.5% |
| YTD | -11.5% | -9.2% | -2.3% | -9.8% |
| 1Y | -13.0% | +5.7% | -18.7% | -17.9% |
| 3Y | +66.9% | +32.8% | +34.1% | +33.9% |
| 5Y | +45.0% | +46.0% | -0.9% | +7.2% |
| 10Y | +385.0% | +125.5% | +259.5% | +149.8% |
| All | +474.3% | +1,583.0% | -1,108.6% | -58.1% |
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