+27.9%
ULTA vs CLBK
+65.7%
-37.9%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.9% | +3.2% | +3.9% |
| 7D | +6.7% | +4.6% | +2.1% | +5.7% |
| 30D | +21.7% | -1.5% | +23.2% | +22.0% |
| 3M | +21.5% | +4.4% | +17.1% | +20.3% |
| 6M | +27.5% | +31.7% | -4.1% | +20.2% |
| YTD | +9.2% | +58.7% | -49.5% | +0.2% |
| 1Y | +27.9% | +64.9% | -37.0% | +14.0% |
| All | +27.9% | +65.7% | -37.9% | +14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 1y: compounded portfolio wealth divided by compounded CLBK 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…
1y analysis · Full analysis span regression · 6 months rolling