-45.1%
CDE vs ULTA
+1,575.4%
-1,620.5%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +20.8% |
| 6M | -7.9% | -16.2% | +8.3% | -4.3% |
| YTD | +15.6% | -9.6% | +25.2% | +17.7% |
| 1Y | +34.0% | +4.8% | +29.3% | +31.1% |
| 3Y | +791.9% | +30.7% | +761.2% | +696.5% |
| 5Y | +197.7% | +45.9% | +151.9% | +155.2% |
| 10Y | +55.0% | +129.0% | -74.0% | +8.2% |
| All | -45.1% | +1,575.4% | -1,620.5% | -86.0% |
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