+223.6%
CP vs ULTA
+127.6%
+96.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.2% | -1.1% |
| 7D | -2.7% | -3.9% | +1.2% | -1.8% |
| 30D | -3.4% | -1.1% | -2.3% | -3.3% |
| 3M | -0.6% | +13.8% | -14.4% | -4.2% |
| 6M | +6.3% | -17.2% | +23.5% | +10.3% |
| YTD | +21.2% | -11.5% | +32.6% | +23.4% |
| 1Y | +20.0% | +3.9% | +16.1% | +16.7% |
| 3Y | +18.7% | +29.5% | -10.8% | +6.0% |
| 5Y | +34.8% | +42.9% | -8.1% | +14.7% |
| All | +223.6% | +127.6% | +96.0% | +128.9% |
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