+930.2%
CF vs ULTA
+1,938.1%
-1,007.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.2% | -3.3% | -0.8% |
| 7D | -0.9% | +4.3% | -5.2% | -1.9% |
| 30D | +6.9% | +16.6% | -9.7% | +3.1% |
| 3M | +4.8% | +17.7% | -12.8% | +0.6% |
| 6M | +4.7% | +27.5% | -22.9% | -1.9% |
| YTD | +56.5% | +9.9% | +46.5% | +50.7% |
| 1Y | +48.4% | +28.5% | +20.0% | +37.3% |
| 3Y | +59.1% | +71.1% | -11.9% | +33.3% |
| 5Y | +109.5% | +68.3% | +41.2% | +72.4% |
| 10Y | +487.0% | +181.4% | +305.5% | +305.8% |
| All | +930.2% | +1,938.1% | -1,007.9% | +306.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling