-20.0%
CPNG vs ULTA
+31.2%
-51.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.1% | +1.0% | +2.7% |
| 7D | -1.1% | -3.1% | +2.0% | -0.6% |
| 30D | -7.4% | +2.8% | -10.2% | -7.9% |
| 3M | -12.3% | +14.8% | -27.1% | -14.6% |
| 6M | -19.4% | -16.2% | -3.2% | -17.2% |
| YTD | -35.9% | -9.6% | -26.3% | -35.1% |
| 1Y | -53.4% | +4.8% | -58.2% | -54.4% |
| 3Y | -20.0% | +30.7% | -50.7% | -34.6% |
| All | -20.0% | +31.2% | -51.2% | -34.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling