+159.8%
CVE vs ULTA
+124.2%
+35.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.6% | +5.2% | +3.5% |
| 7D | +0.2% | +0.7% | -0.5% | -0.1% |
| 30D | +17.5% | -2.8% | +20.3% | +18.3% |
| 3M | +16.2% | +18.7% | -2.5% | +7.8% |
| 6M | +47.8% | -15.0% | +62.8% | +54.1% |
| YTD | +98.5% | -9.2% | +107.7% | +100.6% |
| 1Y | +109.8% | +5.7% | +104.1% | +97.8% |
| 3Y | +75.5% | +32.8% | +42.7% | +41.5% |
| 5Y | +341.6% | +46.0% | +295.6% | +220.8% |
| 10Y | +159.8% | +125.5% | +34.3% | +38.5% |
| All | +159.8% | +124.2% | +35.5% | +38.5% |
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