+1,500.5%
CIEN vs ULTA
+132.3%
+1,368.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.1% | +2.4% | +3.9% |
| 7D | +8.9% | -3.1% | +12.0% | +9.8% |
| 30D | -19.1% | +2.8% | -21.9% | -20.0% |
| 3M | -21.5% | +14.8% | -36.3% | -24.9% |
| 6M | +2.8% | -16.2% | +19.0% | +6.6% |
| YTD | +49.5% | -9.6% | +59.1% | +51.5% |
| 1Y | +163.8% | +4.8% | +159.0% | +155.6% |
| 3Y | +615.8% | +30.7% | +585.1% | +534.9% |
| 5Y | +548.4% | +45.9% | +502.5% | +447.8% |
| All | +1,500.5% | +132.3% | +1,368.2% | +1,030.6% |
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