-65.3%
CSGP vs ULTA
+6.6%
-71.9%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.3% | -3.7% | -2.6% |
| 7D | -4.1% | +9.0% | -13.1% | -5.4% |
| 30D | +2.3% | +4.6% | -2.3% | +1.3% |
| 3M | -8.2% | +22.0% | -30.1% | -11.2% |
| 6M | -35.1% | -14.7% | -20.4% | -34.8% |
| YTD | -54.0% | -6.8% | -47.3% | -55.1% |
| 1Y | -65.3% | +6.5% | -71.8% | -67.6% |
| All | -65.3% | +6.6% | -71.9% | -67.6% |
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