+3,065.8%
CVNA vs ULTA
+89.6%
+2,976.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.1% | -3.1% | -3.6% |
| 7D | -4.3% | -3.9% | -0.4% | -2.0% |
| 30D | -2.4% | -1.1% | -1.3% | -2.3% |
| 3M | +4.5% | +13.8% | -9.3% | -4.4% |
| 6M | +10.2% | -17.2% | +27.5% | +20.8% |
| YTD | -16.7% | -11.5% | -5.3% | -12.6% |
| 1Y | -3.8% | +3.9% | -7.7% | -10.2% |
| 3Y | +648.3% | +29.5% | +618.8% | +469.9% |
| 5Y | +6.6% | +42.9% | -36.3% | -19.9% |
| All | +3,065.8% | +89.6% | +2,976.1% | +1,363.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling