+226.3%
CLSK vs ULTA
+31.2%
+195.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.1% | +4.7% | +5.8% |
| 7D | +7.7% | -3.1% | +10.8% | +9.3% |
| 30D | +12.2% | +2.8% | +9.4% | +10.3% |
| 3M | -15.5% | +14.8% | -30.2% | -22.0% |
| 6M | +39.3% | -16.2% | +55.6% | +50.6% |
| YTD | +35.1% | -9.6% | +44.7% | +39.6% |
| 1Y | +34.0% | +4.8% | +29.3% | +25.4% |
| 3Y | +226.3% | +30.7% | +195.6% | +88.4% |
| All | +226.3% | +31.2% | +195.0% | +88.4% |
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