+28.1%
CL vs ULTA
+44.9%
-16.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.6% | +2.2% | -0.2% |
| 7D | -1.4% | +0.7% | -2.0% | -1.4% |
| 30D | -5.2% | -2.8% | -2.4% | -5.1% |
| 3M | +3.3% | +18.7% | -15.4% | +1.9% |
| 6M | -4.4% | -15.0% | +10.7% | -3.6% |
| YTD | +13.9% | -9.2% | +23.1% | +14.3% |
| 1Y | +7.6% | +5.7% | +2.0% | +6.7% |
| 3Y | +29.6% | +32.8% | -3.2% | +25.4% |
| 5Y | +28.1% | +46.0% | -17.9% | +21.9% |
| All | +28.1% | +44.9% | -16.8% | +21.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling