+318.0%
CORZ vs ULTA
+35.3%
+282.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -1.0% |
| 7D | +26.4% | +0.2% | +26.2% | +26.3% |
| 30D | -6.8% | +12.4% | -19.2% | -9.9% |
| 3M | -31.1% | +22.4% | -53.5% | -35.0% |
| 6M | -36.9% | +28.9% | -65.8% | -41.4% |
| YTD | -1.2% | +7.6% | -8.8% | -3.8% |
| 1Y | -12.5% | +21.6% | -34.1% | -18.1% |
| All | +318.0% | +35.3% | +282.7% | +200.0% |
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 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