-6.5%
CDW vs ULTA
+6.6%
-13.1%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.1% |
| 7D | +3.2% | +9.0% | -5.8% | +2.7% |
| 30D | +9.3% | +4.6% | +4.7% | +8.9% |
| 3M | +9.8% | +22.0% | -12.2% | +8.3% |
| 6M | +23.3% | -14.7% | +38.0% | +26.4% |
| YTD | +13.7% | -6.8% | +20.4% | +14.4% |
| 1Y | -6.5% | +6.5% | -13.0% | -8.5% |
| All | -6.5% | +6.6% | -13.1% | -8.5% |
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