+62.6%
CSGP vs ULTA
+180.0%
-117.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | 0.0% |
| 7D | -7.1% | -0.2% | -6.8% | -7.0% |
| 30D | +3.6% | +16.1% | -12.5% | 0.0% |
| 3M | -2.7% | +21.7% | -24.5% | -7.3% |
| 6M | -8.0% | +28.7% | -36.8% | -13.8% |
| YTD | -55.0% | +8.9% | -63.9% | -56.4% |
| 1Y | -55.8% | +26.1% | -81.8% | -58.8% |
| 3Y | -62.0% | +69.1% | -131.1% | -68.2% |
| 5Y | -62.9% | +66.6% | -129.5% | -69.2% |
| 10Y | +62.6% | +175.9% | -113.3% | +7.8% |
| All | +62.6% | +180.0% | -117.4% | +7.8% |
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