+67.3%
CSGP vs ULTA
+193.5%
-126.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.2% | -0.9% | +1.5% |
| 7D | -1.8% | +4.3% | -6.1% | -2.8% |
| 30D | +5.3% | +16.6% | -11.3% | +1.5% |
| 3M | +3.3% | +17.7% | -14.4% | -0.8% |
| 6M | -4.7% | +27.5% | -32.2% | -10.4% |
| YTD | -53.5% | +9.9% | -63.5% | -55.1% |
| 1Y | -53.7% | +28.5% | -82.2% | -57.1% |
| 3Y | -59.7% | +71.1% | -130.8% | -66.5% |
| 5Y | -62.5% | +68.3% | -130.8% | -68.9% |
| 10Y | +67.3% | +181.4% | -114.2% | +9.2% |
| All | +67.3% | +193.5% | -126.2% | +9.2% |
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