+305.9%
COP vs ULTA
+1,583.0%
-1,277.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.6% | +3.2% | +1.2% |
| 7D | -0.8% | +0.7% | -1.5% | -1.0% |
| 30D | +15.6% | -2.8% | +18.4% | +16.1% |
| 3M | +14.3% | +18.7% | -4.3% | +9.6% |
| 6M | +17.0% | -15.0% | +32.0% | +19.8% |
| YTD | +47.4% | -9.2% | +56.7% | +48.4% |
| 1Y | +52.4% | +5.7% | +46.7% | +47.8% |
| 3Y | +20.8% | +32.8% | -11.9% | +8.2% |
| 5Y | +191.7% | +46.0% | +145.7% | +149.6% |
| 10Y | +325.1% | +125.5% | +199.6% | +215.0% |
| All | +305.9% | +1,583.0% | -1,277.0% | +75.9% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling