+166.6%
CLX vs ULTA
+1,583.0%
-1,416.4%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.6% | +1.1% | -1.4% |
| 7D | -3.5% | +0.7% | -4.2% | -3.6% |
| 30D | -11.9% | -2.8% | -9.1% | -11.7% |
| 3M | -2.6% | +18.7% | -21.3% | -3.9% |
| 6M | -18.2% | -15.0% | -3.1% | -17.4% |
| YTD | -5.9% | -9.2% | +3.3% | -5.5% |
| 1Y | -23.8% | +5.7% | -29.5% | -24.4% |
| 3Y | -33.6% | +32.8% | -66.3% | -35.7% |
| 5Y | -35.7% | +46.0% | -81.6% | -38.4% |
| 10Y | -2.5% | +125.5% | -128.0% | -12.9% |
| All | +166.6% | +1,583.0% | -1,416.4% | +63.7% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling