+159.5%
CCJ vs ULTA
+1,583.0%
-1,423.5%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.6% | +3.9% | +1.8% |
| 7D | +5.9% | +0.7% | +5.3% | +5.8% |
| 30D | +4.7% | -2.8% | +7.5% | +5.2% |
| 3M | -3.3% | +18.7% | -22.0% | -6.9% |
| 6M | -7.0% | -15.0% | +8.0% | -4.4% |
| YTD | +11.5% | -9.2% | +20.7% | +12.9% |
| 1Y | +32.3% | +5.7% | +26.6% | +29.3% |
| 3Y | +176.8% | +32.8% | +144.1% | +151.5% |
| 5Y | +351.8% | +46.0% | +305.8% | +299.7% |
| 10Y | +1,080.5% | +125.5% | +955.0% | +793.4% |
| All | +159.5% | +1,583.0% | -1,423.5% | +11.8% |
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