+350.2%
CG vs ULTA
+517.5%
-167.4%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.9% | -2.0% |
| 7D | -4.3% | +9.0% | -13.3% | -6.9% |
| 30D | -5.1% | +4.6% | -9.7% | -6.7% |
| 3M | +8.7% | +22.0% | -13.3% | +1.4% |
| 6M | -9.2% | -14.7% | +5.5% | -5.7% |
| YTD | -18.9% | -6.8% | -12.1% | -18.1% |
| 1Y | -25.6% | +6.5% | -32.2% | -28.4% |
| 3Y | +57.3% | +35.6% | +21.7% | +36.6% |
| 5Y | +10.2% | +47.6% | -37.5% | -7.3% |
| 10Y | +364.2% | +128.9% | +235.3% | +222.4% |
| All | +350.2% | +517.5% | -167.4% | +172.9% |
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