+132.5%
CNP vs ULTA
+132.3%
+0.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | -0.5% |
| 7D | -1.4% | -3.1% | +1.7% | -0.8% |
| 30D | -2.9% | +2.8% | -5.7% | -3.6% |
| 3M | -7.5% | +14.8% | -22.3% | -10.5% |
| 6M | -7.9% | -16.2% | +8.3% | -5.2% |
| YTD | +3.7% | -9.6% | +13.4% | +4.8% |
| 1Y | +4.6% | +4.8% | -0.2% | +1.8% |
| 3Y | +49.1% | +30.7% | +18.4% | +33.7% |
| 5Y | +69.2% | +45.9% | +23.3% | +42.4% |
| All | +132.5% | +132.3% | +0.2% | +59.1% |
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