+3.7%
CG vs ULTA
+39.1%
-35.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.1% | -1.2% | -1.9% |
| 7D | -9.8% | -3.9% | -5.9% | -8.3% |
| 30D | -10.3% | -1.1% | -9.2% | -10.2% |
| 3M | -1.7% | +13.8% | -15.4% | -7.7% |
| 6M | -9.8% | -17.2% | +7.4% | -3.7% |
| YTD | -25.6% | -11.5% | -14.1% | -23.0% |
| 1Y | -32.5% | +3.9% | -36.4% | -35.6% |
| 3Y | +45.6% | +29.5% | +16.2% | +17.8% |
| 5Y | +3.7% | +42.9% | -39.2% | -26.6% |
| All | +3.7% | +39.1% | -35.5% | -26.6% |
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