+733.4%
CP vs ULTA
+1,628.6%
-895.1%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -0.9% | 0.0% |
| 7D | -2.7% | +9.0% | -11.7% | -4.7% |
| 30D | +0.2% | +4.6% | -4.4% | -1.1% |
| 3M | +2.6% | +22.0% | -19.4% | -2.6% |
| 6M | +6.0% | -14.7% | +20.7% | +9.0% |
| YTD | +24.9% | -6.8% | +31.7% | +25.6% |
| 1Y | +20.1% | +6.5% | +13.6% | +16.3% |
| 3Y | +16.4% | +35.6% | -19.2% | +3.7% |
| 5Y | +31.7% | +47.6% | -15.9% | +12.8% |
| 10Y | +223.9% | +128.9% | +95.0% | +129.8% |
| All | +733.4% | +1,628.6% | -895.1% | +153.8% |
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 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