+99.5%
CFG vs ULTA
+39.1%
+60.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.7% |
| 7D | -1.7% | -3.9% | +2.2% | -0.6% |
| 30D | -4.6% | -1.1% | -3.5% | -4.5% |
| 3M | +7.9% | +13.8% | -5.9% | +3.2% |
| 6M | +19.9% | -17.2% | +37.1% | +25.8% |
| YTD | +21.7% | -11.5% | +33.2% | +24.9% |
| 1Y | +38.4% | +3.9% | +34.5% | +34.4% |
| 3Y | +187.0% | +29.5% | +157.5% | +147.1% |
| 5Y | +99.5% | +42.9% | +56.6% | +59.1% |
| All | +99.5% | +39.1% | +60.4% | +59.1% |
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