+125.6%
ULTA vs CPAY
+155.2%
-29.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.1% | +2.1% |
| 7D | -3.1% | -2.0% | -1.1% | -2.2% |
| 30D | +2.8% | -0.4% | +3.2% | +2.8% |
| 3M | +14.8% | +16.4% | -1.6% | +6.8% |
| 6M | -16.2% | +23.5% | -39.7% | -24.8% |
| YTD | -9.6% | +35.7% | -45.3% | -23.4% |
| 1Y | +4.8% | +30.2% | -25.4% | -9.9% |
| 3Y | +30.7% | +49.7% | -19.0% | +0.4% |
| 5Y | +45.9% | +56.6% | -10.7% | +6.5% |
| All | +125.6% | +155.2% | -29.6% | +43.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling