-50.5%
CPNG vs ULTA
+44.7%
-95.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.1% | +1.0% | +2.4% |
| 7D | -1.1% | -3.1% | +2.0% | -0.2% |
| 30D | -7.4% | +2.8% | -10.2% | -8.3% |
| 3M | -12.3% | +14.8% | -27.1% | -16.6% |
| 6M | -19.4% | -16.2% | -3.2% | -15.7% |
| YTD | -35.9% | -9.6% | -26.3% | -34.8% |
| 1Y | -53.4% | +4.8% | -58.2% | -55.3% |
| 3Y | -20.0% | +30.7% | -50.7% | -33.2% |
| All | -50.5% | +44.7% | -95.1% | -63.6% |
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 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