+30.1%
CL vs ULTA
+35.7%
-5.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.7% | -1.5% |
| 7D | -2.2% | +9.0% | -11.2% | -2.6% |
| 30D | -4.8% | +4.6% | -9.4% | -5.1% |
| 3M | +4.9% | +22.0% | -17.1% | +3.8% |
| 6M | -5.7% | -14.7% | +9.0% | -5.4% |
| YTD | +14.4% | -6.8% | +21.1% | +14.3% |
| 1Y | +8.7% | +6.5% | +2.2% | +8.1% |
| All | +30.1% | +35.7% | -5.6% | +31.2% |
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 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