-16.6%
CRH vs ULTA
+25.8%
-42.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.6% | -1.7% | -3.1% |
| 7D | +5.3% | +0.2% | +5.1% | +5.3% |
| 30D | +14.2% | +18.7% | -4.6% | +10.9% |
| 3M | -4.2% | +20.5% | -24.6% | -7.1% |
| 6M | -14.5% | +22.0% | -36.5% | -17.9% |
| YTD | -22.7% | +7.4% | -30.1% | -24.3% |
| 1Y | -16.6% | +24.5% | -41.1% | -18.7% |
| All | -16.6% | +25.8% | -42.3% | -18.7% |
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