+65.2%
CSGP vs ULTA
+178.2%
-113.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.8% | -3.9% | -4.5% |
| 7D | +1.3% | +0.7% | +0.6% | +1.1% |
| 30D | +10.7% | +18.2% | -7.5% | +6.4% |
| 3M | +3.3% | +19.7% | -16.4% | -1.3% |
| 6M | -10.3% | +20.5% | -30.8% | -14.6% |
| YTD | -54.6% | +6.6% | -61.1% | -55.7% |
| 1Y | -54.6% | +26.5% | -81.1% | -57.8% |
| 3Y | -60.3% | +67.0% | -127.4% | -66.8% |
| 5Y | -63.3% | +64.5% | -127.8% | -69.4% |
| All | +65.2% | +178.2% | -113.0% | +6.6% |
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 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