+65.1%
CSGP vs ULTA
+178.8%
-113.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.1% | -2.8% | -2.9% |
| 7D | -3.2% | +4.6% | -7.8% | -4.2% |
| 30D | +2.2% | +16.5% | -14.3% | -1.4% |
| 3M | -3.7% | +21.1% | -24.7% | -8.1% |
| 6M | -7.4% | +27.4% | -34.8% | -13.0% |
| YTD | -54.9% | +9.8% | -64.7% | -56.4% |
| 1Y | -54.9% | +28.6% | -83.5% | -58.2% |
| 3Y | -61.9% | +70.5% | -132.4% | -68.2% |
| 5Y | -63.1% | +69.8% | -132.9% | -69.5% |
| 10Y | +65.1% | +180.8% | -115.7% | +8.5% |
| All | +65.1% | +178.8% | -113.7% | +8.5% |
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