+444.5%
CORZ vs ULTA
+14.2%
+430.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.6% | +7.3% | +5.4% |
| 7D | +16.6% | +0.7% | +15.9% | +16.3% |
| 30D | -10.9% | -2.8% | -8.0% | -10.2% |
| 3M | -31.0% | +18.7% | -49.7% | -34.4% |
| 6M | +26.0% | -15.0% | +41.1% | +31.3% |
| YTD | +28.6% | -9.2% | +37.9% | +31.5% |
| 1Y | +34.5% | +5.7% | +28.8% | +30.7% |
| All | +444.5% | +14.2% | +430.3% | +310.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling