+439.0%
CSGP vs ULTA
+1,628.6%
-1,189.6%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.3% | -3.7% | -2.7% |
| 7D | -4.1% | +9.0% | -13.1% | -6.0% |
| 30D | +2.3% | +4.6% | -2.3% | +1.1% |
| 3M | -8.2% | +22.0% | -30.1% | -12.4% |
| 6M | -35.1% | -14.7% | -20.4% | -33.2% |
| YTD | -54.0% | -6.8% | -47.3% | -53.8% |
| 1Y | -65.3% | +6.5% | -71.8% | -66.2% |
| 3Y | -62.6% | +35.6% | -98.2% | -66.4% |
| 5Y | -64.8% | +47.6% | -112.5% | -69.4% |
| 10Y | +45.1% | +128.9% | -83.8% | +6.1% |
| All | +439.0% | +1,628.6% | -1,189.6% | +101.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling