-70.2%
CPNG vs ULTA
+56.2%
-126.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.3% |
| 7D | -5.4% | -3.9% | -1.6% | -4.3% |
| 30D | -11.1% | -1.1% | -10.0% | -11.0% |
| 3M | -3.0% | +13.8% | -16.8% | -7.2% |
| 6M | -23.5% | -17.2% | -6.3% | -19.8% |
| YTD | -37.8% | -11.5% | -26.3% | -36.4% |
| 1Y | -54.3% | +3.9% | -58.2% | -56.0% |
| 3Y | -20.8% | +29.5% | -50.3% | -33.1% |
| 5Y | -51.1% | +42.9% | -94.0% | -61.8% |
| All | -70.2% | +56.2% | -126.4% | -77.4% |
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