+260.5%
CP vs ULTA
+174.9%
+85.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.0% | -0.8% |
| 7D | +2.1% | +2.5% | -0.3% | +1.5% |
| 30D | +9.3% | +11.5% | -2.2% | +6.4% |
| 3M | +0.5% | +28.1% | -27.7% | -5.8% |
| 6M | +10.4% | +34.2% | -23.8% | +2.0% |
| YTD | +28.7% | +9.2% | +19.5% | +24.3% |
| 1Y | +33.2% | +23.7% | +9.4% | +24.1% |
| 3Y | +38.4% | +69.2% | -30.7% | +15.4% |
| 5Y | +26.2% | +66.6% | -40.4% | +3.5% |
| All | +260.5% | +174.9% | +85.6% | +133.7% |
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