+76.7%
CF vs ULTA
+38.5%
+38.1%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.3% | -4.5% | -3.3% |
| 7D | +6.0% | +9.0% | -3.0% | +5.6% |
| 30D | +14.8% | +4.6% | +10.3% | +14.5% |
| 3M | +14.1% | +22.0% | -7.9% | +12.6% |
| 6M | +28.5% | -14.7% | +43.2% | +30.1% |
| YTD | +74.9% | -6.8% | +81.7% | +75.7% |
| 1Y | +61.7% | +6.5% | +55.2% | +60.1% |
| All | +76.7% | +38.5% | +38.1% | +69.4% |
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