+46.9%
ULTA vs CRL
-37.1%
+84.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.9% | +0.2% | +1.7% |
| 7D | -3.1% | -3.5% | +0.5% | -2.3% |
| 30D | +2.8% | -2.1% | +4.9% | +3.2% |
| 3M | +14.8% | +48.0% | -33.2% | +4.4% |
| 6M | -16.2% | +64.7% | -81.0% | -26.2% |
| YTD | -9.6% | +39.5% | -49.1% | -17.6% |
| 1Y | +4.8% | +74.2% | -69.4% | -10.0% |
| 3Y | +30.7% | +39.4% | -8.7% | +13.4% |
| All | +46.9% | -37.1% | +84.0% | +43.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling