+251.1%
CTSH vs ULTA
+1,583.0%
-1,331.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.6% | -1.2% | -3.2% |
| 7D | -5.5% | +0.7% | -6.1% | -5.6% |
| 30D | +4.5% | -2.8% | +7.3% | +5.2% |
| 3M | +13.7% | +18.7% | -4.9% | +8.6% |
| 6M | -8.4% | -15.0% | +6.6% | -5.3% |
| YTD | -26.5% | -9.2% | -17.3% | -25.4% |
| 1Y | -13.9% | +5.7% | -19.6% | -16.3% |
| 3Y | -11.3% | +32.8% | -44.1% | -21.0% |
| 5Y | -14.8% | +46.0% | -60.8% | -27.3% |
| 10Y | +22.5% | +125.5% | -103.0% | -13.5% |
| All | +251.1% | +1,583.0% | -1,331.9% | +1.7% |
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