+1,551.8%
ULTA vs CPAY
+1,533.9%
+17.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.4% |
| 7D | -3.9% | -2.7% | -1.2% | -2.8% |
| 30D | -1.1% | +0.6% | -1.6% | -1.5% |
| 3M | +13.8% | +17.0% | -3.3% | +5.9% |
| 6M | -17.2% | +24.1% | -41.4% | -25.6% |
| YTD | -11.5% | +35.7% | -47.2% | -24.5% |
| 1Y | +3.9% | +34.0% | -30.1% | -11.2% |
| 3Y | +29.5% | +50.3% | -20.8% | +1.1% |
| 5Y | +42.9% | +56.7% | -13.7% | +6.6% |
| 10Y | +124.4% | +153.9% | -29.6% | +35.7% |
| All | +1,551.8% | +1,533.9% | +17.9% | +426.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling