+323.9%
CME vs ULTA
+1,628.6%
-1,304.7%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.5% | -0.6% |
| 7D | -1.6% | +9.0% | -10.6% | -3.6% |
| 30D | +6.2% | +4.6% | +1.7% | +4.9% |
| 3M | +10.4% | +22.0% | -11.5% | +4.9% |
| 6M | -9.5% | -14.7% | +5.2% | -7.1% |
| YTD | +6.0% | -6.8% | +12.8% | +6.3% |
| 1Y | +9.3% | +6.5% | +2.7% | +5.6% |
| 3Y | +57.7% | +35.6% | +22.1% | +37.9% |
| 5Y | +77.7% | +47.6% | +30.1% | +47.6% |
| 10Y | +281.2% | +128.9% | +152.3% | +154.5% |
| All | +323.9% | +1,628.6% | -1,304.7% | -9.7% |
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 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