+28.0%
ULTA vs CRL
+36.0%
-8.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -0.8% |
| 7D | -3.9% | -6.9% | +3.1% | -2.6% |
| 30D | -1.1% | -3.2% | +2.1% | -0.5% |
| 3M | +13.8% | +46.5% | -32.8% | +5.4% |
| 6M | -17.2% | +63.1% | -80.4% | -25.3% |
| YTD | -11.5% | +36.9% | -48.3% | -17.6% |
| 1Y | +3.9% | +78.1% | -74.2% | -8.9% |
| All | +28.0% | +36.0% | -8.0% | +12.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling