+425.9%
CORZ vs ULTA
+12.7%
+413.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.3% | -2.1% | -3.0% |
| 7D | +7.6% | -1.8% | +9.4% | +8.1% |
| 30D | -6.9% | -1.2% | -5.7% | -6.7% |
| 3M | -33.0% | +13.4% | -46.4% | -35.5% |
| 6M | +19.3% | -15.6% | +35.0% | +24.6% |
| YTD | +24.2% | -10.4% | +34.7% | +27.5% |
| 1Y | +24.5% | +5.5% | +19.1% | +21.0% |
| All | +425.9% | +12.7% | +413.2% | +297.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling