-12.8%
CLF vs ULTA
+31.8%
-44.6%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.6% | +1.0% | -0.9% |
| 7D | +6.5% | +0.7% | +5.8% | +6.3% |
| 30D | +0.2% | -2.8% | +3.1% | +1.0% |
| 3M | -3.1% | +18.7% | -21.8% | -8.6% |
| 6M | +25.0% | -15.0% | +40.1% | +31.0% |
| YTD | -7.5% | -9.2% | +1.8% | -5.1% |
| 1Y | +11.5% | +5.7% | +5.9% | +7.7% |
| All | -12.8% | +31.8% | -44.6% | -32.7% |
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