+585.2%
CIEN vs ULTA
+28.6%
+556.6%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.7% |
| 7D | +5.4% | -3.9% | +9.2% | +6.4% |
| 30D | -13.7% | -1.1% | -12.6% | -13.7% |
| 3M | -23.0% | +13.8% | -36.8% | -26.2% |
| 6M | -0.8% | -17.2% | +16.4% | +3.8% |
| YTD | +43.1% | -11.5% | +54.5% | +46.1% |
| 1Y | +157.6% | +3.9% | +153.7% | +148.6% |
| All | +585.2% | +28.6% | +556.6% | +436.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling