+79.6%
CME vs ULTA
+44.7%
+35.0%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.5% | +0.5% |
| 7D | -1.6% | -3.1% | +1.5% | -1.5% |
| 30D | +5.6% | +2.8% | +2.8% | +5.4% |
| 3M | +5.6% | +14.8% | -9.2% | +4.9% |
| 6M | -8.3% | -16.2% | +8.0% | -7.5% |
| YTD | +4.3% | -9.6% | +14.0% | +4.7% |
| 1Y | +9.1% | +4.8% | +4.3% | +8.4% |
| 3Y | +52.1% | +30.7% | +21.4% | +47.8% |
| All | +79.6% | +44.7% | +35.0% | +62.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling