+110.5%
CNC vs ULTA
+27.7%
+82.8%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +4.1% | +8.6% | +12.0% |
| 7D | +13.4% | +6.7% | +6.7% | +12.3% |
| 30D | +18.2% | +21.7% | -3.5% | +15.6% |
| 3M | +18.6% | +21.5% | -2.8% | +15.9% |
| 6M | +41.9% | +27.5% | +14.4% | +38.1% |
| YTD | +84.7% | +9.2% | +75.5% | +79.7% |
| 1Y | +110.5% | +27.9% | +82.6% | +101.0% |
| All | +110.5% | +27.7% | +82.8% | +101.0% |
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