-23.6%
CDW vs ULTA
+44.0%
-67.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.1% | -1.1% |
| 7D | -4.2% | -1.8% | -2.4% | -3.8% |
| 30D | +4.9% | -1.2% | +6.1% | +5.1% |
| 3M | +7.3% | +13.4% | -6.1% | +3.3% |
| 6M | +19.2% | -15.6% | +34.8% | +23.7% |
| YTD | +6.2% | -10.4% | +16.6% | +8.0% |
| 1Y | -14.0% | +5.5% | -19.5% | -17.1% |
| 3Y | -30.0% | +31.0% | -61.0% | -39.8% |
| 5Y | -23.6% | +41.8% | -65.4% | -40.7% |
| All | -23.6% | +44.0% | -67.6% | -40.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling