+838.1%
CLS vs ULTA
+69.8%
+768.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.5% | -6.9% | -5.7% |
| 7D | +16.3% | +2.5% | +13.8% | +15.7% |
| 30D | -25.7% | +11.5% | -37.2% | -27.5% |
| 3M | -30.9% | +28.1% | -59.0% | -34.9% |
| 6M | -35.5% | +34.2% | -69.7% | -40.1% |
| YTD | -18.7% | +9.2% | -27.9% | -20.9% |
| 1Y | -17.9% | +23.7% | -41.7% | -23.1% |
| 3Y | +838.1% | +69.2% | +768.9% | +657.3% |
| All | +838.1% | +69.8% | +768.3% | +657.3% |
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 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