+66.4%
CME vs ULTA
+69.8%
-3.3%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.8% |
| 7D | +3.9% | +2.5% | +1.5% | +4.0% |
| 30D | +11.3% | +11.5% | -0.2% | +11.7% |
| 3M | +19.6% | +28.1% | -8.6% | +20.5% |
| 6M | +8.1% | +34.2% | -26.2% | +9.2% |
| YTD | +20.4% | +9.2% | +11.2% | +21.0% |
| 1Y | +16.5% | +23.7% | -7.3% | +17.5% |
| 3Y | +66.4% | +69.2% | -2.7% | +73.7% |
| All | +66.4% | +69.8% | -3.3% | +73.7% |
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 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