+6.5%
ULTA vs CRL
+78.8%
-72.3%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +2.9% | +1.4% |
| 7D | +9.0% | -1.0% | +10.0% | +9.1% |
| 30D | +4.6% | +10.7% | -6.1% | +3.3% |
| 3M | +22.0% | +55.3% | -33.3% | +14.7% |
| 6M | -14.7% | +60.7% | -75.4% | -20.4% |
| YTD | -6.8% | +44.6% | -51.4% | -12.2% |
| 1Y | +6.5% | +77.7% | -71.2% | -2.3% |
| All | +6.5% | +78.8% | -72.3% | -2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 1y: compounded portfolio wealth divided by compounded CRL 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…
1y analysis · Full analysis span regression · 6 months rolling