+159.5%
CVE vs ULTA
+65.2%
+94.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | +0.4% |
| 7D | +5.9% | +2.5% | +3.5% | +5.6% |
| 30D | -10.9% | +11.5% | -22.4% | -12.5% |
| 3M | -4.5% | +28.1% | -32.7% | -8.4% |
| 6M | -1.0% | +34.2% | -35.2% | -6.1% |
| YTD | +74.7% | +9.2% | +65.5% | +71.1% |
| 1Y | +65.8% | +23.7% | +42.1% | +57.8% |
| 3Y | +73.2% | +69.2% | +4.0% | +47.7% |
| All | +159.5% | +65.2% | +94.3% | +120.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling