+1,429.7%
CMI vs ULTA
+1,575.4%
-145.7%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.1% | -0.9% | +0.6% |
| 7D | -0.7% | -3.1% | +2.4% | +0.2% |
| 30D | -12.4% | +2.8% | -15.2% | -13.3% |
| 3M | -14.8% | +14.8% | -29.5% | -18.7% |
| 6M | +0.8% | -16.2% | +17.0% | +4.7% |
| YTD | +10.2% | -9.6% | +19.8% | +11.9% |
| 1Y | +37.4% | +4.8% | +32.7% | +33.0% |
| 3Y | +153.3% | +30.7% | +122.6% | +122.6% |
| 5Y | +167.6% | +45.9% | +121.7% | +122.1% |
| 10Y | +514.4% | +129.0% | +385.3% | +301.9% |
| All | +1,429.7% | +1,575.4% | -145.7% | +254.4% |
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