+3,860.6%
CLS vs ULTA
+44.7%
+3,815.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +2.1% | +4.5% | +6.0% |
| 7D | +10.9% | -3.1% | +14.0% | +11.9% |
| 30D | +2.1% | +2.8% | -0.7% | +1.0% |
| 3M | -10.2% | +14.8% | -25.0% | -14.2% |
| 6M | +30.4% | -16.2% | +46.6% | +36.1% |
| YTD | +17.2% | -9.6% | +26.9% | +19.4% |
| 1Y | +41.0% | +4.8% | +36.3% | +35.9% |
| 3Y | +1,338.0% | +30.7% | +1,307.3% | +1,113.6% |
| All | +3,860.6% | +44.7% | +3,815.9% | +2,680.8% |
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