+69.6%
CNP vs ULTA
+44.7%
+25.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | -0.2% |
| 7D | -1.4% | -3.1% | +1.7% | -1.2% |
| 30D | -2.9% | +2.8% | -5.7% | -3.2% |
| 3M | -7.5% | +14.8% | -22.3% | -8.8% |
| 6M | -7.9% | -16.2% | +8.3% | -6.8% |
| YTD | +3.7% | -9.6% | +13.4% | +4.1% |
| 1Y | +4.6% | +4.8% | -0.2% | +3.2% |
| 3Y | +49.1% | +30.7% | +18.4% | +41.2% |
| All | +69.6% | +44.7% | +25.0% | +55.2% |
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