+604.3%
CEG vs ULTA
+45.9%
+558.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.1% | -2.5% | -0.9% |
| 7D | -4.8% | -3.1% | -1.7% | -4.1% |
| 30D | +2.3% | +2.8% | -0.5% | +1.6% |
| 3M | +15.6% | +14.8% | +0.8% | +11.8% |
| 6M | -5.0% | -16.2% | +11.2% | -1.9% |
| YTD | -19.0% | -9.6% | -9.4% | -17.9% |
| 1Y | -10.0% | +4.8% | -14.7% | -12.3% |
| 3Y | +163.9% | +30.7% | +133.3% | +134.3% |
| All | +604.3% | +45.9% | +558.4% | +496.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling