+56.1%
CDE vs ULTA
+132.3%
-76.2%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.1% | -0.9% | +0.7% |
| 7D | -3.1% | -3.1% | 0.0% | -2.3% |
| 30D | +9.5% | +2.8% | +6.7% | +8.6% |
| 3M | +25.5% | +14.8% | +10.7% | +20.9% |
| 6M | -7.9% | -16.2% | +8.3% | -4.4% |
| YTD | +15.6% | -9.6% | +25.2% | +17.8% |
| 1Y | +34.0% | +4.8% | +29.3% | +31.4% |
| 3Y | +791.9% | +30.7% | +761.2% | +695.9% |
| 5Y | +197.7% | +45.9% | +151.9% | +155.1% |
| All | +56.1% | +132.3% | -76.2% | +13.1% |
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