+106.7%
CRWD vs ULTA
+6.6%
+100.0%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.1% | -0.9% |
| 7D | -2.4% | +9.0% | -11.4% | -2.8% |
| 30D | +1.5% | +4.6% | -3.0% | +1.2% |
| 3M | +18.5% | +22.0% | -3.4% | +17.8% |
| 6M | +109.1% | -14.7% | +123.8% | +112.8% |
| YTD | +81.8% | -6.8% | +88.6% | +83.8% |
| 1Y | +106.7% | +6.5% | +100.1% | +112.1% |
| All | +106.7% | +6.6% | +100.0% | +112.1% |
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 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