+1,051.7%
CF vs ULTA
+1,628.6%
-576.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.3% | -4.5% | -3.5% |
| 7D | +6.0% | +9.0% | -3.0% | +4.0% |
| 30D | +14.8% | +4.6% | +10.3% | +13.4% |
| 3M | +14.1% | +22.0% | -7.9% | +8.5% |
| 6M | +28.5% | -14.7% | +43.2% | +31.8% |
| YTD | +74.9% | -6.8% | +81.7% | +75.4% |
| 1Y | +61.7% | +6.5% | +55.2% | +56.5% |
| 3Y | +80.3% | +35.6% | +44.7% | +59.7% |
| 5Y | +226.0% | +47.6% | +178.3% | +176.3% |
| 10Y | +569.9% | +128.9% | +441.0% | +385.5% |
| All | +1,051.7% | +1,628.6% | -576.9% | +372.6% |
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