+347.4%
CHRW vs ULTA
+1,583.0%
-1,235.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.6% | +4.3% | +2.1% |
| 7D | +1.9% | +0.7% | +1.3% | +1.8% |
| 30D | +0.9% | -2.8% | +3.8% | +1.3% |
| 3M | -19.9% | +18.7% | -38.6% | -22.5% |
| 6M | -15.8% | -15.0% | -0.8% | -13.9% |
| YTD | -5.6% | -9.2% | +3.6% | -4.5% |
| 1Y | +21.0% | +5.7% | +15.4% | +18.9% |
| 3Y | +86.0% | +32.8% | +53.3% | +72.0% |
| 5Y | +88.6% | +46.0% | +42.7% | +69.6% |
| 10Y | +169.3% | +125.5% | +43.8% | +110.7% |
| All | +347.4% | +1,583.0% | -1,235.5% | +80.8% |
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