+316.5%
CHTR vs ULTA
+2,822.3%
-2,505.8%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.1% | +1.6% | +3.3% |
| 7D | -4.1% | -3.1% | -1.0% | -3.5% |
| 30D | -3.0% | +2.8% | -5.8% | -3.5% |
| 3M | +4.8% | +14.8% | -10.0% | +1.9% |
| 6M | -35.0% | -16.2% | -18.8% | -33.3% |
| YTD | -30.2% | -9.6% | -20.5% | -29.3% |
| 1Y | -44.8% | +4.8% | -49.5% | -45.7% |
| 3Y | -66.6% | +30.7% | -97.2% | -69.0% |
| 5Y | -81.5% | +45.9% | -127.4% | -83.4% |
| 10Y | -44.8% | +129.0% | -173.8% | -57.3% |
| All | +316.5% | +2,822.3% | -2,505.8% | +145.3% |
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 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