-60.8%
CLSK vs ULTA
+123.7%
-184.5%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.1% | +4.7% | +5.9% |
| 7D | +7.7% | -3.1% | +10.8% | +9.2% |
| 30D | +12.2% | +2.8% | +9.4% | +10.4% |
| 3M | -15.5% | +14.8% | -30.2% | -21.3% |
| 6M | +39.3% | -16.2% | +55.6% | +48.1% |
| YTD | +35.1% | -9.6% | +44.7% | +38.6% |
| 1Y | +34.0% | +4.8% | +29.3% | +27.3% |
| 3Y | +226.3% | +30.7% | +195.6% | +174.0% |
| 5Y | +6.4% | +45.9% | -39.5% | -11.4% |
| All | -60.8% | +123.7% | -184.5% | -74.8% |
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 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