+5.6%
CNC vs ULTA
+44.7%
-39.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.1% | -0.5% | +1.3% |
| 7D | -0.9% | -3.1% | +2.1% | -0.6% |
| 30D | -1.0% | +2.8% | -3.8% | -1.3% |
| 3M | +4.5% | +14.8% | -10.2% | +2.9% |
| 6M | +85.2% | -16.2% | +101.4% | +88.2% |
| YTD | +61.4% | -9.6% | +71.0% | +62.3% |
| 1Y | +94.9% | +4.8% | +90.1% | +92.2% |
| 3Y | 0.0% | +30.7% | -30.7% | -6.0% |
| All | +5.6% | +44.7% | -39.1% | -3.6% |
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 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