+2,317.8%
COR vs ULTA
+1,924.4%
+393.4%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.5% | +1.5% | +2.8% |
| 7D | +7.8% | +2.5% | +5.4% | +7.5% |
| 30D | +7.0% | +11.5% | -4.5% | +5.4% |
| 3M | +16.3% | +28.1% | -11.9% | +12.3% |
| 6M | +41.3% | +34.2% | +7.0% | +35.5% |
| YTD | +7.1% | +9.2% | -2.1% | +5.3% |
| 1Y | -0.8% | +23.7% | -24.6% | -4.4% |
| 3Y | +85.0% | +69.2% | +15.8% | +67.4% |
| 5Y | +203.9% | +66.6% | +137.2% | +172.2% |
| 10Y | +510.3% | +176.6% | +333.7% | +384.8% |
| All | +2,317.8% | +1,924.4% | +393.4% | +1,263.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling