+362.4%
CFG vs ULTA
+381.9%
-19.6%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.3% | -0.6% |
| 7D | +1.5% | +9.0% | -7.5% | -1.9% |
| 30D | -3.8% | +4.6% | -8.4% | -5.9% |
| 3M | +11.5% | +22.0% | -10.5% | +2.3% |
| 6M | +19.2% | -14.7% | +33.9% | +25.2% |
| YTD | +23.7% | -6.8% | +30.5% | +25.1% |
| 1Y | +38.8% | +6.5% | +32.3% | +32.0% |
| 3Y | +178.9% | +35.6% | +143.3% | +128.8% |
| 5Y | +101.8% | +47.6% | +54.2% | +54.0% |
| 10Y | +317.3% | +128.9% | +188.4% | +137.5% |
| All | +362.4% | +381.9% | -19.6% | +107.9% |
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