-29.5%
CDW vs ULTA
+30.1%
-59.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.1% | -1.2% |
| 7D | -4.2% | -1.8% | -2.4% | -3.9% |
| 30D | +4.9% | -1.2% | +6.1% | +5.0% |
| 3M | +7.3% | +13.4% | -6.1% | +4.4% |
| 6M | +19.2% | -15.6% | +34.8% | +22.8% |
| YTD | +6.2% | -10.4% | +16.6% | +7.7% |
| 1Y | -14.0% | +5.5% | -19.5% | -16.4% |
| All | -29.5% | +30.1% | -59.6% | -39.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling