+220.7%
CF vs ULTA
+47.1%
+173.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.3% | -4.5% | -3.4% |
| 7D | +6.0% | +9.0% | -3.0% | +5.0% |
| 30D | +14.8% | +4.6% | +10.3% | +14.1% |
| 3M | +14.1% | +22.0% | -7.9% | +11.0% |
| 6M | +28.5% | -14.7% | +43.2% | +30.9% |
| YTD | +74.9% | -6.8% | +81.7% | +75.7% |
| 1Y | +61.7% | +6.5% | +55.2% | +58.7% |
| 3Y | +80.3% | +35.6% | +44.7% | +66.5% |
| All | +220.7% | +47.1% | +173.6% | +178.2% |
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