+604.8%
CRS vs ULTA
+31.2%
+573.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.1% | -3.2% | -1.6% |
| 7D | -6.8% | -3.1% | -3.7% | -6.1% |
| 30D | -16.1% | +2.8% | -18.9% | -16.7% |
| 3M | -21.2% | +14.8% | -35.9% | -23.9% |
| 6M | +8.7% | -16.2% | +24.9% | +13.0% |
| YTD | +41.0% | -9.6% | +50.6% | +44.0% |
| 1Y | +82.7% | +4.8% | +77.9% | +80.0% |
| 3Y | +604.8% | +30.7% | +574.1% | +489.5% |
| All | +604.8% | +31.2% | +573.5% | +489.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling