+683.1%
CTAS vs ULTA
+132.3%
+550.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.1% | -0.5% | +0.9% |
| 7D | +0.5% | -3.1% | +3.6% | +1.4% |
| 30D | -0.7% | +2.8% | -3.5% | -1.7% |
| 3M | +11.1% | +14.8% | -3.7% | +6.2% |
| 6M | +2.1% | -16.2% | +18.4% | +6.5% |
| YTD | +8.0% | -9.6% | +17.6% | +9.7% |
| 1Y | -0.5% | +4.8% | -5.2% | -3.8% |
| 3Y | +66.2% | +30.7% | +35.5% | +43.2% |
| 5Y | +109.2% | +45.9% | +63.3% | +68.1% |
| All | +683.1% | +132.3% | +550.8% | +391.6% |
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 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