+421.5%
CORZ vs ULTA
+13.7%
+407.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.1% | +1.2% | +2.7% |
| 7D | +0.3% | -3.1% | +3.4% | +1.1% |
| 30D | -14.0% | +2.8% | -16.8% | -14.8% |
| 3M | -34.1% | +14.8% | -48.9% | -36.7% |
| 6M | +8.5% | -16.2% | +24.7% | +13.5% |
| YTD | +23.2% | -9.6% | +32.8% | +26.2% |
| 1Y | +15.4% | +4.8% | +10.6% | +12.5% |
| All | +421.5% | +13.7% | +407.8% | +293.6% |
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 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