+34.9%
CP vs ULTA
+44.0%
-9.1%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.2% | -0.9% |
| 7D | +0.6% | -1.8% | +2.4% | +1.0% |
| 30D | -0.5% | -1.2% | +0.8% | -0.4% |
| 3M | +0.1% | +13.4% | -13.3% | -3.1% |
| 6M | +7.8% | -15.6% | +23.4% | +11.2% |
| YTD | +22.9% | -10.4% | +33.3% | +24.6% |
| 1Y | +21.3% | +5.5% | +15.9% | +17.6% |
| 3Y | +20.4% | +31.0% | -10.6% | +6.2% |
| 5Y | +34.9% | +41.8% | -6.9% | +12.7% |
| All | +34.9% | +44.0% | -9.1% | +12.7% |
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 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