+52.0%
CSX vs ULTA
+70.9%
-18.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.2% | -0.4% | +2.1% |
| 7D | -2.2% | +4.3% | -6.5% | -3.1% |
| 30D | +6.8% | +16.6% | -9.8% | +3.5% |
| 3M | +0.7% | +17.7% | -17.0% | -2.8% |
| 6M | +13.3% | +27.5% | -14.3% | +7.1% |
| YTD | +40.5% | +9.9% | +30.6% | +36.6% |
| 1Y | +44.7% | +28.5% | +16.2% | +35.1% |
| 3Y | +74.5% | +71.1% | +3.4% | +45.9% |
| 5Y | +52.0% | +68.3% | -16.3% | +23.6% |
| All | +52.0% | +70.9% | -18.9% | +23.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling