+57.1%
CVE vs ULTA
+27.1%
+30.0%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.2% | -2.6% | +0.9% |
| 7D | -10.1% | +4.3% | -14.4% | -9.5% |
| 30D | -12.1% | +16.6% | -28.7% | -10.6% |
| 3M | -1.9% | +17.7% | -19.6% | 0.0% |
| 6M | -1.8% | +27.5% | -29.4% | +1.3% |
| YTD | +65.8% | +9.9% | +55.9% | +71.0% |
| All | +57.1% | +27.1% | +30.0% | +62.1% |
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