+992.3%
CDW vs ULTA
+558.1%
+434.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.1% | +0.2% |
| 7D | +9.1% | +0.2% | +8.9% | +9.1% |
| 30D | +13.7% | +12.4% | +1.3% | +10.4% |
| 3M | +27.0% | +22.4% | +4.6% | +20.5% |
| 6M | +75.9% | +28.9% | +47.0% | +63.6% |
| YTD | +28.9% | +7.6% | +21.3% | +24.9% |
| 1Y | +19.6% | +21.6% | -2.0% | +11.8% |
| 3Y | -14.6% | +67.0% | -81.7% | -29.0% |
| 5Y | -3.2% | +64.2% | -67.3% | -20.3% |
| 10Y | +321.3% | +172.5% | +148.8% | +183.0% |
| All | +992.3% | +558.1% | +434.1% | +561.1% |
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 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