+330.5%
CFG vs ULTA
+463.1%
-132.6%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.2% |
| 7D | -0.8% | -0.2% | -0.5% | -0.7% |
| 30D | +3.1% | +16.1% | -13.0% | -2.9% |
| 3M | -9.7% | +21.7% | -31.5% | -16.9% |
| 6M | +6.7% | +28.7% | -22.0% | -4.5% |
| YTD | +15.2% | +8.9% | +6.2% | +9.4% |
| 1Y | +28.8% | +26.1% | +2.7% | +14.6% |
| 3Y | +190.1% | +69.1% | +120.9% | +116.9% |
| 5Y | +63.4% | +66.6% | -3.2% | +19.7% |
| 10Y | +219.8% | +175.9% | +43.8% | +70.1% |
| All | +330.5% | +463.1% | -132.6% | +81.7% |
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