+142.3%
CI vs ULTA
+127.6%
+14.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.2% |
| 7D | -1.3% | -3.9% | +2.5% | -0.5% |
| 30D | +3.1% | -1.1% | +4.2% | +3.3% |
| 3M | -4.5% | +13.8% | -18.3% | -7.4% |
| 6M | +8.3% | -17.2% | +25.5% | +11.9% |
| YTD | +3.8% | -11.5% | +15.3% | +5.6% |
| 1Y | -5.0% | +3.9% | -8.9% | -7.2% |
| 3Y | +5.8% | +29.5% | -23.7% | -5.3% |
| 5Y | +50.6% | +42.9% | +7.7% | +27.3% |
| All | +142.3% | +127.6% | +14.7% | +64.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling