+1,325.8%
CRWD vs ULTA
+59.9%
+1,265.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.1% | -3.1% | -1.5% |
| 7D | -3.0% | -3.1% | +0.1% | -2.2% |
| 30D | -6.8% | +2.8% | -9.6% | -7.6% |
| 3M | +19.6% | +14.8% | +4.8% | +14.9% |
| 6M | +87.1% | -16.2% | +103.3% | +93.9% |
| YTD | +76.4% | -9.6% | +86.0% | +78.8% |
| 1Y | +90.8% | +4.8% | +86.0% | +85.0% |
| 3Y | +380.0% | +30.7% | +349.3% | +325.7% |
| 5Y | +215.6% | +45.9% | +169.8% | +171.3% |
| All | +1,325.8% | +59.9% | +1,265.9% | +1,040.7% |
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 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