+118.1%
COF vs ULTA
+31.2%
+86.9%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.1% | -1.5% | 0.0% |
| 7D | -5.1% | -3.1% | -2.1% | -4.4% |
| 30D | -6.0% | +2.8% | -8.8% | -6.8% |
| 3M | +14.8% | +14.8% | +0.1% | +10.3% |
| 6M | +15.3% | -16.2% | +31.6% | +19.8% |
| YTD | -13.0% | -9.6% | -3.4% | -11.6% |
| 1Y | -5.7% | +4.8% | -10.5% | -8.5% |
| 3Y | +118.1% | +30.7% | +87.4% | +83.8% |
| All | +118.1% | +31.2% | +86.9% | +83.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling