+23.6%
CMS vs ULTA
+44.0%
-20.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.8% |
| 7D | +0.2% | -1.8% | +2.0% | +0.3% |
| 30D | -1.3% | -1.2% | 0.0% | -1.2% |
| 3M | -5.4% | +13.4% | -18.8% | -6.2% |
| 6M | -10.3% | -15.6% | +5.3% | -9.7% |
| YTD | -0.2% | -10.4% | +10.2% | 0.0% |
| 1Y | -0.9% | +5.5% | -6.3% | -1.8% |
| 3Y | +34.0% | +31.0% | +3.0% | +29.7% |
| 5Y | +23.6% | +41.8% | -18.3% | +18.9% |
| All | +23.6% | +44.0% | -20.5% | +18.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling