+2,082.5%
COR vs ULTA
+1,583.0%
+499.5%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.6% | +0.7% | -1.5% |
| 7D | -1.9% | +0.7% | -2.6% | -2.0% |
| 30D | +1.5% | -2.8% | +4.3% | +1.8% |
| 3M | +18.7% | +18.7% | 0.0% | +15.8% |
| 6M | -9.0% | -15.0% | +6.0% | -7.5% |
| YTD | -3.3% | -9.2% | +5.9% | -2.6% |
| 1Y | +9.8% | +5.7% | +4.2% | +8.2% |
| 3Y | +87.4% | +32.8% | +54.6% | +75.2% |
| 5Y | +180.5% | +46.0% | +134.5% | +155.3% |
| 10Y | +398.1% | +125.5% | +272.6% | +306.4% |
| All | +2,082.5% | +1,583.0% | +499.5% | +1,162.0% |
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