+152.5%
CNH vs ULTA
+127.6%
+24.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.1% | -1.7% | -2.5% |
| 7D | -2.5% | -3.9% | +1.4% | -1.1% |
| 30D | +27.0% | -1.1% | +28.1% | +27.3% |
| 3M | +32.6% | +13.8% | +18.8% | +26.4% |
| 6M | +23.6% | -17.2% | +40.8% | +30.3% |
| YTD | +47.8% | -11.5% | +59.3% | +52.2% |
| 1Y | +21.3% | +3.9% | +17.4% | +17.5% |
| 3Y | +7.0% | +29.5% | -22.5% | -7.5% |
| 5Y | +10.2% | +42.9% | -32.7% | -9.9% |
| All | +152.5% | +127.6% | +24.9% | +65.1% |
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