+2,140.3%
ULTA vs CPB
+19.0%
+2,121.3%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.2% | -1.7% | +0.7% |
| 7D | +2.5% | -1.6% | +4.0% | +2.8% |
| 30D | +11.5% | +19.2% | -7.7% | +6.8% |
| 3M | +28.1% | -0.9% | +29.1% | +28.0% |
| 6M | +34.2% | +15.2% | +19.0% | +28.9% |
| YTD | +9.2% | -13.1% | +22.3% | +11.7% |
| 1Y | +23.7% | -22.4% | +46.2% | +30.1% |
| 3Y | +69.2% | -35.3% | +104.5% | +83.3% |
| 5Y | +66.6% | -33.0% | +99.6% | +77.0% |
| 10Y | +176.6% | -39.2% | +215.7% | +183.4% |
| All | +2,140.3% | +19.0% | +2,121.3% | +1,347.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling