+21.9%
CCL vs ULTA
+27.7%
-5.8%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +4.1% | +3.2% | +5.9% |
| 7D | +11.6% | +6.7% | +4.9% | +9.4% |
| 30D | +22.5% | +21.7% | +0.8% | +15.3% |
| 3M | +6.4% | +21.5% | -15.1% | +0.1% |
| 6M | +23.4% | +27.5% | -4.1% | +13.7% |
| YTD | +4.2% | +9.2% | -5.0% | +1.6% |
| 1Y | +21.9% | +27.9% | -6.0% | +12.6% |
| All | +21.9% | +27.7% | -5.8% | +12.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling