+46.9%
ULTA vs COPX
+163.4%
-116.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.2% | +2.1% |
| 7D | -3.1% | -2.3% | -0.7% | -2.7% |
| 30D | +2.8% | +0.3% | +2.5% | +2.5% |
| 3M | +14.8% | +6.8% | +7.9% | +12.6% |
| 6M | -16.2% | +7.9% | -24.2% | -18.7% |
| YTD | -9.6% | +23.7% | -33.4% | -16.1% |
| 1Y | +4.8% | +71.5% | -66.8% | -11.0% |
| 3Y | +30.7% | +149.1% | -118.4% | -2.6% |
| All | +46.9% | +163.4% | -116.5% | +5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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