-49.3%
CCI vs ULTA
+44.7%
-94.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.1% | +0.3% | +2.1% |
| 7D | -0.3% | -3.1% | +2.8% | +0.1% |
| 30D | +2.2% | +2.8% | -0.6% | +1.8% |
| 3M | -16.9% | +14.8% | -31.6% | -18.5% |
| 6M | -11.5% | -16.2% | +4.7% | -9.8% |
| YTD | -12.8% | -9.6% | -3.2% | -12.2% |
| 1Y | -17.1% | +4.8% | -21.8% | -18.6% |
| 3Y | -9.6% | +30.7% | -40.3% | -17.2% |
| All | -49.3% | +44.7% | -94.0% | -55.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling