+496.2%
CI vs ULTA
+1,628.6%
-1,132.4%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.6% | -1.6% |
| 7D | +1.3% | +9.0% | -7.7% | -0.7% |
| 30D | +4.4% | +4.6% | -0.1% | +3.3% |
| 3M | +0.7% | +22.0% | -21.3% | -4.0% |
| 6M | +0.3% | -14.7% | +15.0% | +3.1% |
| YTD | +3.8% | -6.8% | +10.6% | +4.4% |
| 1Y | -5.5% | +6.5% | -12.0% | -8.2% |
| 3Y | +8.1% | +35.6% | -27.5% | -3.9% |
| 5Y | +42.8% | +47.6% | -4.8% | +21.4% |
| 10Y | +143.9% | +128.9% | +15.0% | +72.6% |
| All | +496.2% | +1,628.6% | -1,132.4% | +76.8% |
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