+117.7%
CMS vs ULTA
+127.6%
-9.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.6% |
| 7D | -1.3% | -3.9% | +2.5% | -0.9% |
| 30D | -2.8% | -1.1% | -1.7% | -2.7% |
| 3M | -7.1% | +13.8% | -20.9% | -8.5% |
| 6M | -10.0% | -17.2% | +7.2% | -8.7% |
| YTD | -0.9% | -11.5% | +10.5% | -0.2% |
| 1Y | -2.0% | +3.9% | -5.9% | -3.1% |
| 3Y | +33.0% | +29.5% | +3.5% | +26.7% |
| 5Y | +24.3% | +42.9% | -18.6% | +15.4% |
| All | +117.7% | +127.6% | -9.8% | +83.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling