-12.5%
CORZ vs ULTA
+23.6%
-36.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -1.1% |
| 7D | +26.4% | +0.2% | +26.2% | +26.3% |
| 30D | -6.8% | +12.4% | -19.2% | -8.5% |
| 3M | -31.1% | +22.4% | -53.5% | -33.3% |
| 6M | -36.9% | +28.9% | -65.8% | -39.1% |
| YTD | -1.2% | +7.6% | -8.8% | -0.5% |
| 1Y | -12.5% | +21.6% | -34.1% | -11.1% |
| All | -12.5% | +23.6% | -36.2% | -11.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling