+2,805.2%
CTAS vs ULTA
+1,583.0%
+1,222.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.7% | +0.6% |
| 7D | 0.0% | +0.7% | -0.7% | -0.2% |
| 30D | -1.0% | -2.8% | +1.8% | -0.5% |
| 3M | +15.8% | +18.7% | -2.9% | +11.1% |
| 6M | -1.0% | -15.0% | +14.0% | +1.9% |
| YTD | +7.4% | -9.2% | +16.6% | +8.7% |
| 1Y | -0.1% | +5.7% | -5.8% | -2.7% |
| 3Y | +66.3% | +32.8% | +33.5% | +49.2% |
| 5Y | +111.0% | +46.0% | +65.0% | +82.3% |
| 10Y | +662.9% | +125.5% | +537.4% | +465.9% |
| All | +2,805.2% | +1,583.0% | +1,222.2% | +1,024.2% |
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