+57.7%
CVE vs ULTA
+65.9%
-8.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.5% |
| 7D | -16.1% | +0.7% | -16.8% | -16.2% |
| 30D | -10.4% | +18.2% | -28.6% | -11.9% |
| 3M | -2.4% | +19.7% | -22.0% | -4.3% |
| 6M | -4.4% | +20.5% | -24.9% | -6.3% |
| YTD | +64.9% | +6.6% | +58.4% | +63.8% |
| 1Y | +66.0% | +26.5% | +39.6% | +59.7% |
| 3Y | +57.7% | +67.0% | -9.4% | +37.9% |
| All | +57.7% | +65.9% | -8.3% | +37.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling