+3,154.0%
CLS vs ULTA
+132.3%
+3,021.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +2.1% | +4.5% | +5.9% |
| 7D | +10.9% | -3.1% | +14.0% | +12.0% |
| 30D | +2.1% | +2.8% | -0.7% | +0.8% |
| 3M | -10.2% | +14.8% | -25.0% | -14.7% |
| 6M | +30.4% | -16.2% | +46.6% | +36.4% |
| YTD | +17.2% | -9.6% | +26.9% | +19.4% |
| 1Y | +41.0% | +4.8% | +36.3% | +35.5% |
| 3Y | +1,338.0% | +30.7% | +1,307.3% | +1,132.6% |
| 5Y | +3,860.6% | +45.9% | +3,814.7% | +3,065.5% |
| All | +3,154.0% | +132.3% | +3,021.7% | +2,005.5% |
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