+955.4%
CNC vs ULTA
+1,560.4%
-605.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.5% |
| 7D | -4.9% | -1.8% | -3.1% | -4.5% |
| 30D | -3.8% | -1.2% | -2.5% | -3.6% |
| 3M | -3.2% | +13.4% | -16.6% | -5.9% |
| 6M | +47.9% | -15.6% | +63.5% | +52.0% |
| YTD | +55.7% | -10.4% | +66.1% | +57.8% |
| 1Y | +106.2% | +5.5% | +100.8% | +101.2% |
| 3Y | -2.1% | +31.0% | -33.0% | -11.5% |
| 5Y | +3.4% | +41.8% | -38.4% | -10.1% |
| 10Y | +91.7% | +127.0% | -35.3% | +39.4% |
| All | +955.4% | +1,560.4% | -605.0% | +294.5% |
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