+316.4%
CL vs ULTA
+1,919.6%
-1,603.1%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +8.0% |
| 3M | +6.8% | +21.7% | -15.0% | +4.8% |
| 6M | +14.3% | +28.7% | -14.5% | +11.5% |
| YTD | +27.0% | +8.9% | +18.1% | +25.5% |
| 1Y | +26.3% | +26.1% | +0.2% | +23.0% |
| 3Y | +39.3% | +69.1% | -29.9% | +30.5% |
| 5Y | +41.5% | +66.6% | -25.1% | +31.7% |
| 10Y | +84.1% | +175.9% | -91.8% | +57.2% |
| All | +316.4% | +1,919.6% | -1,603.1% | +151.4% |
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