+1,812.9%
ULTA vs CPB
+10.3%
+1,802.6%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.4% | +4.6% | +2.1% |
| 7D | +9.0% | -8.6% | +17.6% | +11.3% |
| 30D | +4.6% | -7.2% | +11.8% | +6.3% |
| 3M | +22.0% | +0.9% | +21.1% | +21.3% |
| 6M | -14.7% | -11.8% | -2.9% | -12.6% |
| YTD | -6.8% | -19.4% | +12.7% | -2.7% |
| 1Y | +6.5% | -30.4% | +36.9% | +15.0% |
| 3Y | +35.6% | -40.2% | +75.8% | +49.8% |
| 5Y | +47.6% | -39.5% | +87.1% | +61.0% |
| 10Y | +128.9% | -47.4% | +176.3% | +148.5% |
| All | +1,812.9% | +10.3% | +1,802.6% | +1,161.3% |
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