+1,307.8%
CMG vs ULTA
+1,575.4%
-267.7%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.1% | -1.9% | -0.3% |
| 7D | -2.1% | -3.1% | +1.0% | -1.3% |
| 30D | +10.9% | +2.8% | +8.1% | +9.9% |
| 3M | +15.8% | +14.8% | +1.1% | +11.3% |
| 6M | +6.9% | -16.2% | +23.2% | +10.9% |
| YTD | -2.2% | -9.6% | +7.5% | -0.5% |
| 1Y | -7.1% | +4.8% | -11.9% | -9.4% |
| 3Y | -7.1% | +30.7% | -37.8% | -17.2% |
| 5Y | -4.8% | +45.9% | -50.7% | -18.2% |
| 10Y | +324.3% | +129.0% | +195.3% | +197.3% |
| All | +1,307.8% | +1,575.4% | -267.7% | +335.4% |
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