+626.9%
CEG vs ULTA
+44.6%
+582.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.4% | -1.4% |
| 7D | +1.3% | -1.8% | +3.1% | +1.7% |
| 30D | +8.8% | -1.2% | +10.1% | +9.0% |
| 3M | +17.0% | +13.4% | +3.6% | +13.5% |
| 6M | -8.7% | -15.6% | +6.9% | -6.0% |
| YTD | -16.4% | -10.4% | -6.0% | -15.1% |
| 1Y | -1.8% | +5.5% | -7.2% | -4.5% |
| 3Y | +175.8% | +31.0% | +144.8% | +144.5% |
| All | +626.9% | +44.6% | +582.4% | +516.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling