-46.9%
CPNG vs ULTA
+27.7%
-74.6%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +4.1% | +7.9% | +11.4% |
| 7D | +20.8% | +6.7% | +14.1% | +19.9% |
| 30D | +20.1% | +21.7% | -1.7% | +17.7% |
| 3M | +1.6% | +21.5% | -19.9% | -0.4% |
| 6M | -15.8% | +27.5% | -43.4% | -17.7% |
| YTD | -27.7% | +9.2% | -36.9% | -28.8% |
| 1Y | -46.9% | +27.9% | -74.8% | -48.9% |
| All | -46.9% | +27.7% | -74.6% | -48.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling