+1,762.4%
ULTA vs CRL
+391.4%
+1,371.1%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.7% | 0.0% | -1.7% |
| 7D | +0.7% | -0.6% | +1.2% | +0.8% |
| 30D | -2.8% | +5.0% | -7.8% | -4.7% |
| 3M | +18.7% | +50.6% | -31.9% | +1.5% |
| 6M | -15.0% | +60.9% | -76.0% | -30.1% |
| YTD | -9.2% | +40.7% | -50.0% | -22.2% |
| 1Y | +5.7% | +73.3% | -67.6% | -17.1% |
| 3Y | +32.8% | +40.6% | -7.8% | +4.5% |
| 5Y | +46.0% | -37.0% | +82.9% | +53.5% |
| 10Y | +125.5% | +244.3% | -118.8% | +6.8% |
| All | +1,762.4% | +391.4% | +1,371.1% | +520.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling