+208.5%
CFG vs ULTA
+174.9%
+33.6%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | 0.0% |
| 7D | +3.2% | +2.5% | +0.7% | +2.2% |
| 30D | +5.1% | +11.5% | -6.4% | +0.4% |
| 3M | -11.2% | +28.1% | -39.4% | -20.3% |
| 6M | +9.6% | +34.2% | -24.7% | -4.1% |
| YTD | +15.0% | +9.2% | +5.8% | +8.8% |
| 1Y | +29.9% | +23.7% | +6.1% | +15.7% |
| 3Y | +192.1% | +69.2% | +122.9% | +114.6% |
| 5Y | +62.3% | +66.6% | -4.3% | +16.4% |
| All | +208.5% | +174.9% | +33.6% | +58.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling