-66.5%
CLF vs ULTA
+1,919.6%
-1,986.1%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.1% |
| 3M | +5.9% | +21.7% | -15.9% | -2.6% |
| 6M | +16.9% | +28.7% | -11.8% | +4.5% |
| YTD | -1.1% | +8.9% | -10.0% | -6.3% |
| 1Y | +28.8% | +26.1% | +2.8% | +14.5% |
| 3Y | -20.6% | +69.1% | -89.7% | -39.2% |
| 5Y | -41.5% | +66.6% | -108.1% | -55.3% |
| 10Y | +87.5% | +175.9% | -88.4% | +10.9% |
| All | -66.5% | +1,919.6% | -1,986.1% | -94.3% |
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