+74.6%
CLF vs ULTA
+174.9%
-100.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.5% | -4.7% | -3.9% |
| 7D | +10.4% | +2.5% | +7.9% | +9.2% |
| 30D | +0.6% | +11.5% | -11.0% | -4.7% |
| 3M | +4.1% | +28.1% | -24.0% | -7.8% |
| 6M | +15.1% | +34.2% | -19.1% | -1.1% |
| YTD | -4.7% | +9.2% | -13.9% | -10.8% |
| 1Y | +20.4% | +23.7% | -3.4% | +5.2% |
| 3Y | -23.4% | +69.2% | -92.6% | -45.3% |
| 5Y | -43.3% | +66.6% | -109.9% | -59.8% |
| All | +74.6% | +174.9% | -100.2% | -31.0% |
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