+41.9%
CMI vs ULTA
+6.6%
+35.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.3% | +1.5% | +2.7% |
| 7D | -0.7% | +9.0% | -9.7% | -1.4% |
| 30D | -13.4% | +4.6% | -18.0% | -13.6% |
| 3M | -17.0% | +22.0% | -39.0% | -18.6% |
| 6M | -1.6% | -14.7% | +13.1% | +2.2% |
| YTD | +11.0% | -6.8% | +17.7% | +14.9% |
| 1Y | +41.9% | +6.5% | +35.4% | +48.6% |
| All | +41.9% | +6.6% | +35.3% | +48.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling