+105.1%
CTVA vs ULTA
+44.7%
+60.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.1% | -2.8% | -1.0% |
| 7D | -4.5% | -3.1% | -1.4% | -4.0% |
| 30D | +11.3% | +2.8% | +8.5% | +10.7% |
| 3M | +12.3% | +14.8% | -2.5% | +9.6% |
| 6M | +7.2% | -16.2% | +23.4% | +9.8% |
| YTD | +26.0% | -9.6% | +35.6% | +27.2% |
| 1Y | +16.0% | +4.8% | +11.3% | +13.7% |
| 3Y | +73.9% | +30.7% | +43.2% | +58.8% |
| All | +105.1% | +44.7% | +60.5% | +73.1% |
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