+265.0%
CDW vs ULTA
+127.6%
+137.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.5% |
| 7D | -7.4% | -3.9% | -3.5% | -6.3% |
| 30D | +5.8% | -1.1% | +6.9% | +6.0% |
| 3M | +10.8% | +13.8% | -3.0% | +6.2% |
| 6M | +21.5% | -17.2% | +38.7% | +26.7% |
| YTD | +6.4% | -11.5% | +17.8% | +8.5% |
| 1Y | -14.8% | +3.9% | -18.7% | -17.5% |
| 3Y | -29.9% | +29.5% | -59.3% | -38.7% |
| 5Y | -22.9% | +42.9% | -65.8% | -36.0% |
| All | +265.0% | +127.6% | +137.5% | +143.0% |
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 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