+8.9%
CRCL vs ULTA
+17.9%
-9.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.1% | -1.8% | 0.0% |
| 7D | -11.2% | -3.1% | -8.1% | -10.8% |
| 30D | +27.1% | +2.8% | +24.3% | +26.8% |
| 3M | +9.6% | +14.8% | -5.1% | +7.7% |
| 6M | -19.7% | -16.2% | -3.5% | -17.3% |
| YTD | +14.2% | -9.6% | +23.9% | +13.9% |
| 1Y | -32.2% | +4.8% | -37.0% | -35.6% |
| All | +8.9% | +17.9% | -9.1% | -10.9% |
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 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