+67.8%
CF vs ULTA
+69.8%
-2.0%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | +0.1% |
| 7D | +4.8% | +2.5% | +2.3% | +4.7% |
| 30D | +4.7% | +11.5% | -6.8% | +4.2% |
| 3M | +7.4% | +28.1% | -20.7% | +6.1% |
| 6M | +0.6% | +34.2% | -33.6% | -1.0% |
| YTD | +64.1% | +9.2% | +54.9% | +63.5% |
| 1Y | +51.4% | +23.7% | +27.7% | +48.9% |
| 3Y | +67.8% | +69.2% | -1.4% | +55.3% |
| All | +67.8% | +69.8% | -2.0% | +55.3% |
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