+238.9%
CRM vs ULTA
+132.3%
+106.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.1% | -0.1% | +1.4% |
| 7D | -4.4% | -3.1% | -1.4% | -3.6% |
| 30D | +28.1% | +2.8% | +25.3% | +27.0% |
| 3M | +48.8% | +14.8% | +34.1% | +43.1% |
| 6M | +28.3% | -16.2% | +44.5% | +33.2% |
| YTD | -6.0% | -9.6% | +3.6% | -4.6% |
| 1Y | +1.4% | +4.8% | -3.3% | -1.3% |
| 3Y | +11.8% | +30.7% | -18.8% | -0.7% |
| 5Y | -2.0% | +45.9% | -47.9% | -16.6% |
| All | +238.9% | +132.3% | +106.6% | +142.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling