+218.9%
CTVA vs ULTA
+58.1%
+160.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | 0.0% |
| 7D | -4.7% | -3.9% | -0.8% | -3.7% |
| 30D | +11.1% | -1.1% | +12.1% | +11.3% |
| 3M | +13.7% | +13.8% | -0.1% | +9.7% |
| 6M | +11.2% | -17.2% | +28.5% | +15.6% |
| YTD | +26.9% | -11.5% | +38.4% | +29.3% |
| 1Y | +18.8% | +3.9% | +14.9% | +15.4% |
| 3Y | +75.9% | +29.5% | +46.5% | +55.5% |
| 5Y | +105.2% | +42.9% | +62.3% | +69.7% |
| All | +218.9% | +58.1% | +160.8% | +123.6% |
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 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