+381.4%
CME vs ULTA
+1,924.4%
-1,543.0%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.4% |
| 7D | +3.9% | +2.5% | +1.5% | +3.3% |
| 30D | +11.3% | +11.5% | -0.2% | +8.4% |
| 3M | +19.6% | +28.1% | -8.6% | +12.5% |
| 6M | +8.1% | +34.2% | -26.2% | +0.1% |
| YTD | +20.4% | +9.2% | +11.2% | +16.2% |
| 1Y | +16.5% | +23.7% | -7.3% | +8.7% |
| 3Y | +66.4% | +69.2% | -2.7% | +37.9% |
| 5Y | +74.5% | +66.6% | +7.8% | +41.3% |
| 10Y | +308.5% | +176.6% | +131.9% | +161.0% |
| All | +381.4% | +1,924.4% | -1,543.0% | -1.3% |
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