+504.5%
CSX vs ULTA
+125.7%
+378.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.8% | -0.1% |
| 7D | +0.6% | +0.7% | 0.0% | +0.4% |
| 30D | -2.3% | -2.8% | +0.6% | -1.7% |
| 3M | +4.3% | +18.7% | -14.4% | -1.1% |
| 6M | +23.4% | -15.0% | +38.4% | +27.6% |
| YTD | +36.4% | -9.2% | +45.6% | +38.1% |
| 1Y | +53.0% | +5.7% | +47.4% | +47.7% |
| 3Y | +70.6% | +32.8% | +37.9% | +48.5% |
| 5Y | +65.5% | +46.0% | +19.5% | +35.7% |
| All | +504.5% | +125.7% | +378.8% | +284.9% |
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