-60.3%
CSGP vs ULTA
+65.9%
-126.3%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +7.6% |
| 3M | +3.3% | +19.7% | -16.4% | 0.0% |
| 6M | -10.3% | +20.5% | -30.8% | -13.5% |
| YTD | -54.6% | +6.6% | -61.1% | -55.6% |
| 1Y | -54.6% | +26.5% | -81.1% | -57.0% |
| 3Y | -60.3% | +67.0% | -127.4% | -67.8% |
| All | -60.3% | +65.9% | -126.3% | -67.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling