+130.1%
CVE vs ULTA
+193.5%
-63.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.2% | -2.6% | -0.7% |
| 7D | -10.1% | +4.3% | -14.4% | -11.6% |
| 30D | -12.1% | +16.6% | -28.7% | -17.4% |
| 3M | -1.9% | +17.7% | -19.6% | -8.6% |
| 6M | -1.8% | +27.5% | -29.4% | -12.1% |
| YTD | +65.8% | +9.9% | +55.9% | +55.1% |
| 1Y | +60.8% | +28.5% | +32.4% | +40.2% |
| 3Y | +70.1% | +71.1% | -0.9% | +23.3% |
| 5Y | +134.8% | +68.3% | +66.4% | +62.4% |
| 10Y | +130.1% | +181.4% | -51.3% | +12.9% |
| All | +130.1% | +193.5% | -63.4% | +12.9% |
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