+634.8%
CIEN vs ULTA
+1,560.4%
-925.6%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.4% | -0.6% |
| 7D | -4.6% | -1.8% | -2.8% | -4.2% |
| 30D | -12.8% | -1.2% | -11.6% | -12.9% |
| 3M | -23.1% | +13.4% | -36.4% | -26.2% |
| 6M | +6.1% | -15.6% | +21.7% | +9.7% |
| YTD | +44.5% | -10.4% | +55.0% | +46.8% |
| 1Y | +176.6% | +5.5% | +171.2% | +167.7% |
| 3Y | +601.0% | +31.0% | +570.0% | +525.0% |
| 5Y | +509.1% | +41.8% | +467.3% | +422.2% |
| 10Y | +1,460.5% | +127.0% | +1,333.5% | +970.9% |
| All | +634.8% | +1,560.4% | -925.6% | +132.2% |
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