+206.1%
COR vs ULTA
+65.2%
+140.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.5% | +1.5% | +2.8% |
| 7D | +7.8% | +2.5% | +5.4% | +7.6% |
| 30D | +7.0% | +11.5% | -4.5% | +6.0% |
| 3M | +16.3% | +28.1% | -11.9% | +13.9% |
| 6M | +41.3% | +34.2% | +7.0% | +37.8% |
| YTD | +7.1% | +9.2% | -2.1% | +5.9% |
| 1Y | -0.8% | +23.7% | -24.6% | -2.9% |
| 3Y | +85.0% | +69.2% | +15.8% | +72.7% |
| All | +206.1% | +65.2% | +140.9% | +182.6% |
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