+275.1%
CL vs ULTA
+1,628.6%
-1,353.5%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.7% | -1.6% |
| 7D | -2.2% | +9.0% | -11.2% | -3.0% |
| 30D | -4.8% | +4.6% | -9.4% | -5.3% |
| 3M | +4.9% | +22.0% | -17.1% | +2.9% |
| 6M | -5.7% | -14.7% | +9.0% | -4.7% |
| YTD | +14.4% | -6.8% | +21.1% | +14.7% |
| 1Y | +8.7% | +6.5% | +2.2% | +7.6% |
| 3Y | +30.0% | +35.6% | -5.6% | +24.3% |
| 5Y | +28.4% | +47.6% | -19.3% | +20.7% |
| 10Y | +50.1% | +128.9% | -78.8% | +30.3% |
| All | +275.1% | +1,628.6% | -1,353.5% | +129.8% |
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