+68.0%
CNH vs ULTA
+377.8%
-309.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.3% | +2.8% | +3.7% |
| 7D | +23.3% | +9.0% | +14.3% | +20.2% |
| 30D | +33.5% | +4.6% | +28.9% | +31.5% |
| 3M | +32.7% | +22.0% | +10.8% | +24.6% |
| 6M | +22.2% | -14.7% | +36.9% | +26.9% |
| YTD | +57.7% | -6.8% | +64.4% | +59.4% |
| 1Y | +28.0% | +6.5% | +21.4% | +23.6% |
| 3Y | +11.5% | +35.6% | -24.1% | -2.9% |
| 5Y | +11.9% | +47.6% | -35.8% | -6.6% |
| 10Y | +162.8% | +128.9% | +33.9% | +82.5% |
| All | +68.0% | +377.8% | -309.8% | +13.8% |
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