-2.7%
CEG vs ULTA
+6.6%
-9.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.3% | +3.6% | +4.8% |
| 7D | +8.0% | +9.0% | -1.0% | +7.3% |
| 30D | +12.9% | +4.6% | +8.4% | +12.6% |
| 3M | +13.2% | +22.0% | -8.8% | +11.7% |
| 6M | -7.0% | -14.7% | +7.7% | -7.4% |
| YTD | -15.0% | -6.8% | -8.2% | -14.3% |
| 1Y | -2.7% | +6.5% | -9.3% | +2.1% |
| All | -2.7% | +6.6% | -9.4% | +2.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling