+109.8%
CVE vs ULTA
+5.8%
+103.9%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.6% | +5.2% | +2.4% |
| 7D | +0.2% | +0.7% | -0.5% | +0.2% |
| 30D | +17.5% | -2.8% | +20.3% | +17.3% |
| 3M | +16.2% | +18.7% | -2.5% | +17.3% |
| 6M | +47.8% | -15.0% | +62.8% | +50.4% |
| YTD | +98.5% | -9.2% | +107.7% | +100.7% |
| 1Y | +109.8% | +5.7% | +104.1% | +109.7% |
| All | +109.8% | +5.8% | +103.9% | +109.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling