+134.7%
CEG vs ULTA
+69.8%
+64.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -1.0% |
| 7D | +12.1% | +2.5% | +9.6% | +11.7% |
| 30D | +0.2% | +11.5% | -11.3% | -1.8% |
| 3M | +0.7% | +28.1% | -27.4% | -3.9% |
| 6M | +2.2% | +34.2% | -32.0% | -3.4% |
| YTD | -20.3% | +9.2% | -29.5% | -22.2% |
| 1Y | -16.1% | +23.7% | -39.8% | -20.3% |
| 3Y | +134.7% | +69.2% | +65.5% | +109.6% |
| All | +134.7% | +69.8% | +64.9% | +109.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling