+6.5%
ULTA vs CPAY
+29.9%
-23.4%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.0% | +1.4% |
| 7D | +9.0% | +2.1% | +6.9% | +8.7% |
| 30D | +4.6% | +5.5% | -1.0% | +3.6% |
| 3M | +22.0% | +16.6% | +5.4% | +18.9% |
| 6M | -14.7% | +26.7% | -41.4% | -17.8% |
| YTD | -6.8% | +38.4% | -45.1% | -12.6% |
| 1Y | +6.5% | +30.1% | -23.6% | +4.0% |
| All | +6.5% | +29.9% | -23.4% | +4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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