-68.2%
CLF vs ULTA
+1,628.6%
-1,696.8%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.5% | +1.3% |
| 7D | +7.6% | +9.0% | -1.4% | +4.1% |
| 30D | -1.2% | +4.6% | -5.8% | -3.2% |
| 3M | -13.4% | +22.0% | -35.3% | -20.3% |
| 6M | +15.4% | -14.7% | +30.1% | +20.8% |
| YTD | -5.9% | -6.8% | +0.9% | -4.9% |
| 1Y | +18.8% | +6.5% | +12.3% | +13.0% |
| 3Y | -19.4% | +35.6% | -55.0% | -32.4% |
| 5Y | -47.7% | +47.6% | -95.4% | -58.0% |
| 10Y | +130.4% | +128.9% | +1.5% | +46.5% |
| All | -68.2% | +1,628.6% | -1,696.8% | -94.2% |
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