+46.9%
ULTA vs CNI
+12.6%
+34.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.9% | +1.2% | +1.7% |
| 7D | -3.1% | -0.4% | -2.7% | -2.9% |
| 30D | +2.8% | -2.7% | +5.5% | +4.0% |
| 3M | +14.8% | +3.9% | +10.8% | +12.3% |
| 6M | -16.2% | +16.4% | -32.6% | -22.7% |
| YTD | -9.6% | +25.8% | -35.4% | -20.3% |
| 1Y | +4.8% | +32.4% | -27.6% | -10.4% |
| 3Y | +30.7% | +19.1% | +11.6% | +16.1% |
| All | +46.9% | +12.6% | +34.2% | +34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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