+1,056.5%
CCJ vs ULTA
+132.3%
+924.2%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.1% | -2.8% | -1.2% |
| 7D | -4.0% | -3.1% | -1.0% | -3.3% |
| 30D | -2.4% | +2.8% | -5.2% | -3.1% |
| 3M | -2.3% | +14.8% | -17.1% | -5.7% |
| 6M | -16.2% | -16.2% | 0.0% | -13.2% |
| YTD | +5.7% | -9.6% | +15.3% | +7.4% |
| 1Y | +21.3% | +4.8% | +16.5% | +18.4% |
| 3Y | +159.4% | +30.7% | +128.7% | +131.9% |
| 5Y | +300.7% | +45.9% | +254.8% | +244.5% |
| All | +1,056.5% | +132.3% | +924.2% | +714.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling