+31.3%
ULTA vs CAPR
+43.6%
-12.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.6% | +1.0% | -2.6% |
| 7D | +0.7% | -9.5% | +10.1% | +0.7% |
| 30D | -2.8% | +121.5% | -124.3% | -3.1% |
| 3M | +18.7% | -65.4% | +84.0% | +18.9% |
| 6M | -15.0% | -67.5% | +52.5% | -14.8% |
| YTD | -9.2% | -68.6% | +59.4% | -9.0% |
| 1Y | +5.7% | +42.7% | -37.0% | +4.6% |
| All | +31.3% | +43.6% | -12.3% | +19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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