+420.1%
CORZ vs ULTA
+17.3%
+402.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.3% | -0.4% |
| 7D | +8.4% | +9.0% | -0.7% | +5.8% |
| 30D | -17.8% | +4.6% | -22.4% | -18.9% |
| 3M | -35.9% | +22.0% | -57.9% | -39.5% |
| 6M | +12.9% | -14.7% | +27.6% | +17.7% |
| YTD | +22.9% | -6.8% | +29.6% | +24.8% |
| 1Y | +31.4% | +6.5% | +24.8% | +27.5% |
| All | +420.1% | +17.3% | +402.8% | +289.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling