+1,303.3%
CSX vs ULTA
+1,628.6%
-325.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +0.6% |
| 7D | -3.4% | +9.0% | -12.4% | -5.4% |
| 30D | -3.1% | +4.6% | -7.6% | -4.4% |
| 3M | +7.2% | +22.0% | -14.8% | +1.6% |
| 6M | +16.2% | -14.7% | +30.9% | +19.5% |
| YTD | +37.5% | -6.8% | +44.3% | +38.2% |
| 1Y | +53.2% | +6.5% | +46.7% | +48.4% |
| 3Y | +68.2% | +35.6% | +32.6% | +49.3% |
| 5Y | +65.2% | +47.6% | +17.6% | +40.7% |
| 10Y | +504.1% | +128.9% | +375.2% | +329.2% |
| All | +1,303.3% | +1,628.6% | -325.2% | +368.7% |
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