-60.6%
CSGP vs ULTA
+69.8%
-130.3%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.5% | +1.4% | +2.6% |
| 7D | +1.3% | +2.5% | -1.1% | +0.9% |
| 30D | +2.8% | +11.5% | -8.7% | +0.9% |
| 3M | -6.3% | +28.1% | -34.5% | -10.2% |
| 6M | -3.2% | +34.2% | -37.4% | -8.1% |
| YTD | -54.0% | +9.2% | -63.2% | -55.2% |
| 1Y | -54.8% | +23.7% | -78.6% | -57.0% |
| 3Y | -60.6% | +69.2% | -129.8% | -68.1% |
| All | -60.6% | +69.8% | -130.3% | -68.1% |
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