+57.5%
CVE vs ULTA
+27.0%
+30.6%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | -10.0% | +4.6% | -14.6% | -9.4% |
| 30D | -11.9% | +16.5% | -28.3% | -10.3% |
| 3M | -5.9% | +21.1% | -27.0% | -3.9% |
| 6M | -1.6% | +27.4% | -28.9% | +1.6% |
| YTD | +66.3% | +9.8% | +56.4% | +71.4% |
| 1Y | +57.5% | +28.6% | +28.9% | +62.6% |
| All | +57.5% | +27.0% | +30.6% | +62.6% |
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 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