+127.1%
ULTA vs CLBK
+64.7%
+62.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | -0.1% | -0.8% |
| 7D | -1.8% | -1.5% | -0.3% | -1.2% |
| 30D | -1.2% | +6.7% | -7.9% | -3.8% |
| 3M | +13.4% | +21.2% | -7.8% | +4.8% |
| 6M | -15.6% | +42.0% | -57.6% | -26.8% |
| YTD | -10.4% | +63.3% | -73.7% | -26.8% |
| 1Y | +5.5% | +65.4% | -59.9% | -14.8% |
| 3Y | +31.0% | +52.5% | -21.5% | +4.8% |
| 5Y | +41.8% | +42.0% | -0.2% | +4.1% |
| All | +127.1% | +64.7% | +62.3% | +49.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling