-29.1%
CCL vs ULTA
+1,583.0%
-1,612.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.6% | +1.3% | -0.2% |
| 7D | -0.1% | +0.7% | -0.8% | -0.4% |
| 30D | -20.0% | -2.8% | -17.2% | -19.3% |
| 3M | -13.7% | +18.7% | -32.3% | -19.9% |
| 6M | -9.0% | -15.0% | +6.0% | -4.0% |
| YTD | -22.8% | -9.2% | -13.6% | -20.8% |
| 1Y | -25.3% | +5.7% | -31.0% | -28.4% |
| 3Y | +54.1% | +32.8% | +21.3% | +30.7% |
| 5Y | +3.5% | +46.0% | -42.5% | -15.0% |
| 10Y | -41.0% | +125.5% | -166.5% | -59.1% |
| All | -29.1% | +1,583.0% | -1,612.0% | -81.6% |
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 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