+179.3%
COR vs ULTA
+44.7%
+134.7%
-32.4%
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 | -2.8% | -3.1% | +0.2% | -2.6% |
| 30D | +2.6% | +2.8% | -0.2% | +2.3% |
| 3M | +14.5% | +14.8% | -0.3% | +13.1% |
| 6M | -7.8% | -16.2% | +8.4% | -7.0% |
| YTD | -4.2% | -9.6% | +5.4% | -3.9% |
| 1Y | +7.0% | +4.8% | +2.2% | +6.1% |
| 3Y | +85.5% | +30.7% | +54.8% | +78.2% |
| All | +179.3% | +44.7% | +134.7% | +152.3% |
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