+43.0%
CG vs ULTA
+31.2%
+11.8%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.1% | -3.8% | -2.4% |
| 7D | -9.9% | -3.1% | -6.8% | -8.9% |
| 30D | -11.7% | +2.8% | -14.5% | -12.6% |
| 3M | -4.3% | +14.8% | -19.0% | -9.1% |
| 6M | -8.8% | -16.2% | +7.5% | -4.0% |
| YTD | -26.9% | -9.6% | -17.2% | -25.2% |
| 1Y | -35.4% | +4.8% | -40.2% | -37.7% |
| 3Y | +43.0% | +30.7% | +12.4% | +12.3% |
| All | +43.0% | +31.2% | +11.8% | +12.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling