+395.2%
COR vs ULTA
+132.3%
+262.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.1% | -1.9% | -0.1% |
| 7D | -2.8% | -3.1% | +0.2% | -2.4% |
| 30D | +2.6% | +2.8% | -0.2% | +2.0% |
| 3M | +14.5% | +14.8% | -0.3% | +11.7% |
| 6M | -7.8% | -16.2% | +8.4% | -5.7% |
| YTD | -4.2% | -9.6% | +5.4% | -3.3% |
| 1Y | +7.0% | +4.8% | +2.2% | +5.1% |
| 3Y | +85.5% | +30.7% | +54.8% | +71.1% |
| 5Y | +181.2% | +45.9% | +135.3% | +148.0% |
| All | +395.2% | +132.3% | +262.9% | +265.8% |
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 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