+51.0%
CL vs ULTA
+132.3%
-81.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.1% | -3.3% | -1.4% |
| 7D | -2.2% | -3.1% | +0.9% | -2.0% |
| 30D | -6.0% | +2.8% | -8.8% | -6.3% |
| 3M | -2.3% | +14.8% | -17.1% | -3.6% |
| 6M | -2.0% | -16.2% | +14.2% | -0.8% |
| YTD | +11.8% | -9.6% | +21.5% | +12.4% |
| 1Y | +5.8% | +4.8% | +1.1% | +4.9% |
| 3Y | +25.9% | +30.7% | -4.8% | +21.1% |
| 5Y | +26.9% | +45.9% | -18.9% | +19.6% |
| All | +51.0% | +132.3% | -81.3% | +33.2% |
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 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