+203.7%
CCI vs ULTA
+1,560.4%
-1,356.7%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.8% |
| 7D | -0.3% | -1.8% | +1.5% | 0.0% |
| 30D | +2.1% | -1.2% | +3.4% | +2.2% |
| 3M | -17.8% | +13.4% | -31.2% | -19.9% |
| 6M | -14.2% | -15.6% | +1.4% | -12.2% |
| YTD | -13.3% | -10.4% | -2.9% | -12.4% |
| 1Y | -16.6% | +5.5% | -22.1% | -18.5% |
| 3Y | -10.8% | +31.0% | -41.8% | -18.2% |
| 5Y | -50.3% | +41.8% | -92.1% | -55.8% |
| 10Y | +22.5% | +127.0% | -104.5% | -8.6% |
| All | +203.7% | +1,560.4% | -1,356.7% | +2.9% |
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