+174.5%
CIEN vs ULTA
+6.6%
+167.9%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.1% | +1.0% |
| 7D | -15.2% | +9.0% | -24.2% | -16.0% |
| 30D | -21.5% | +4.6% | -26.1% | -21.5% |
| 3M | -40.1% | +22.0% | -62.0% | -41.6% |
| 6M | -6.6% | -14.7% | +8.1% | -3.6% |
| YTD | +37.3% | -6.8% | +44.0% | +38.4% |
| 1Y | +174.5% | +6.5% | +168.0% | +173.3% |
| All | +174.5% | +6.6% | +167.9% | +173.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling