+863.2%
CDW vs ULTA
+470.3%
+392.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.3% |
| 7D | +3.2% | +9.0% | -5.8% | +0.9% |
| 30D | +9.3% | +4.6% | +4.7% | +7.7% |
| 3M | +9.8% | +22.0% | -12.2% | +3.7% |
| 6M | +23.3% | -14.7% | +38.0% | +27.2% |
| YTD | +13.7% | -6.8% | +20.4% | +14.2% |
| 1Y | -6.5% | +6.5% | -13.0% | -9.8% |
| 3Y | -25.2% | +35.6% | -60.8% | -34.4% |
| 5Y | -19.5% | +47.6% | -67.1% | -32.2% |
| 10Y | +285.8% | +128.9% | +156.9% | +169.6% |
| All | +863.2% | +470.3% | +392.9% | +504.4% |
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