+125.6%
ULTA vs CPB
-45.3%
+170.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.3% | +1.8% | +2.1% |
| 7D | -3.1% | -1.8% | -1.3% | -2.9% |
| 30D | +2.8% | -7.1% | +9.9% | +3.4% |
| 3M | +14.8% | -6.0% | +20.8% | +15.3% |
| 6M | -16.2% | -5.3% | -11.0% | -15.9% |
| YTD | -9.6% | -20.8% | +11.2% | -8.2% |
| 1Y | +4.8% | -33.8% | +38.6% | +7.8% |
| 3Y | +30.7% | -43.7% | +74.4% | +35.6% |
| 5Y | +45.9% | -40.7% | +86.6% | +52.0% |
| All | +125.6% | -45.3% | +170.9% | +135.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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