+320.2%
CVE vs ULTA
+47.1%
+273.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.6% | -1.5% |
| 7D | +2.5% | +9.0% | -6.5% | +1.1% |
| 30D | +16.7% | +4.6% | +12.2% | +15.7% |
| 3M | +9.3% | +22.0% | -12.7% | +5.3% |
| 6M | +43.6% | -14.7% | +58.3% | +47.2% |
| YTD | +93.6% | -6.8% | +100.3% | +94.6% |
| 1Y | +98.8% | +6.5% | +92.2% | +93.8% |
| 3Y | +73.6% | +35.6% | +38.0% | +54.7% |
| All | +320.2% | +47.1% | +273.0% | +251.0% |
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