-4.4%
CLX vs ULTA
+132.3%
-136.7%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.1% | -3.2% | -1.2% |
| 7D | -5.7% | -3.1% | -2.6% | -5.6% |
| 30D | -17.0% | +2.8% | -19.8% | -17.1% |
| 3M | -9.7% | +14.8% | -24.4% | -10.3% |
| 6M | -19.8% | -16.2% | -3.6% | -19.4% |
| YTD | -9.8% | -9.6% | -0.2% | -9.7% |
| 1Y | -26.2% | +4.8% | -30.9% | -26.5% |
| 3Y | -36.2% | +30.7% | -66.9% | -37.1% |
| 5Y | -38.3% | +45.9% | -84.2% | -39.2% |
| All | -4.4% | +132.3% | -136.7% | -6.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling