+83.1%
CL vs ULTA
+180.0%
-96.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | 0.0% |
| 7D | -0.8% | -0.2% | -0.5% | -0.7% |
| 30D | +9.5% | +16.1% | -6.6% | +8.1% |
| 3M | +6.8% | +21.7% | -15.0% | +4.8% |
| 6M | +14.3% | +28.7% | -14.5% | +11.5% |
| YTD | +26.3% | +8.9% | +17.3% | +24.8% |
| 1Y | +25.6% | +26.1% | -0.5% | +22.4% |
| 3Y | +38.5% | +69.1% | -30.7% | +30.0% |
| 5Y | +40.7% | +66.6% | -25.9% | +31.1% |
| 10Y | +83.1% | +175.9% | -92.9% | +58.9% |
| All | +83.1% | +180.0% | -96.9% | +58.9% |
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