+184.8%
COP vs ULTA
+44.7%
+140.1%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.1% | -1.9% | 0.0% |
| 7D | +2.3% | -3.1% | +5.4% | +2.6% |
| 30D | +8.6% | +2.8% | +5.8% | +8.2% |
| 3M | +19.9% | +14.8% | +5.1% | +17.7% |
| 6M | +19.0% | -16.2% | +35.2% | +21.4% |
| YTD | +50.0% | -9.6% | +59.6% | +50.9% |
| 1Y | +50.5% | +4.8% | +45.7% | +47.7% |
| 3Y | +25.2% | +30.7% | -5.5% | +15.5% |
| All | +184.8% | +44.7% | +140.1% | +150.6% |
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