+41.8%
ULTA vs CAPR
+76.3%
-34.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.6% | +3.3% | -1.3% |
| 7D | -1.8% | -12.6% | +10.8% | -1.7% |
| 30D | -1.2% | +124.4% | -125.7% | -2.0% |
| 3M | +13.4% | -66.8% | +80.2% | +13.8% |
| 6M | -15.6% | -71.8% | +56.2% | -15.2% |
| YTD | -10.4% | -70.1% | +59.6% | -10.1% |
| 1Y | +5.5% | +33.3% | -27.9% | +2.6% |
| 3Y | +31.0% | +36.7% | -5.7% | +17.4% |
| 5Y | +41.8% | +72.5% | -30.6% | +18.2% |
| All | +41.8% | +76.3% | -34.5% | +18.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling