-41.5%
CLF vs ULTA
+67.7%
-109.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +3.0% | +2.5% |
| 7D | +2.3% | -0.2% | +2.6% | +2.5% |
| 30D | +1.9% | +16.1% | -14.2% | -4.2% |
| 3M | +5.9% | +21.7% | -15.9% | -2.8% |
| 6M | +16.9% | +28.7% | -11.8% | +4.2% |
| YTD | -1.1% | +8.9% | -10.0% | -6.0% |
| 1Y | +28.8% | +26.1% | +2.8% | +13.7% |
| 3Y | -20.6% | +69.1% | -89.7% | -43.8% |
| 5Y | -41.5% | +66.6% | -108.1% | -60.6% |
| All | -41.5% | +67.7% | -109.3% | -60.6% |
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