+42.9%
ULTA vs CPB
-40.6%
+83.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.3% | +3.1% | -0.4% |
| 7D | -3.9% | -5.4% | +1.5% | -2.9% |
| 30D | -1.1% | -7.8% | +6.8% | +0.3% |
| 3M | +13.8% | -6.9% | +20.7% | +15.0% |
| 6M | -17.2% | -12.2% | -5.1% | -15.7% |
| YTD | -11.5% | -21.1% | +9.6% | -8.5% |
| 1Y | +3.9% | -33.5% | +37.4% | +10.7% |
| 3Y | +29.5% | -43.2% | +72.6% | +40.3% |
| 5Y | +42.9% | -40.9% | +83.8% | +60.8% |
| All | +42.9% | -40.6% | +83.5% | +60.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling