+383.1%
CVX vs ULTA
+1,583.0%
-1,199.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.6% | +3.2% | +1.1% |
| 7D | -0.6% | +0.7% | -1.2% | -0.7% |
| 30D | +13.4% | -2.8% | +16.3% | +13.9% |
| 3M | +11.8% | +18.7% | -6.8% | +7.7% |
| 6M | +12.4% | -15.0% | +27.5% | +14.9% |
| YTD | +41.5% | -9.2% | +50.7% | +42.5% |
| 1Y | +41.6% | +5.7% | +35.9% | +37.8% |
| 3Y | +42.2% | +32.8% | +9.5% | +28.8% |
| 5Y | +166.0% | +46.0% | +120.0% | +131.1% |
| 10Y | +207.2% | +125.5% | +81.7% | +133.0% |
| All | +383.1% | +1,583.0% | -1,199.9% | +125.3% |
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