+2,087.4%
CB vs UTHR
+8,689.8%
-6,602.3%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.4% |
| 7D | 0.0% | +4.9% | -4.8% | -0.5% |
| 30D | +7.4% | +9.2% | -1.8% | +6.2% |
| 3M | +8.6% | +15.9% | -7.3% | +6.4% |
| 6M | +16.1% | +2.0% | +14.2% | +15.5% |
| YTD | +20.2% | +21.8% | -1.6% | +16.6% |
| 1Y | +27.2% | +28.6% | -1.4% | +22.6% |
| 3Y | +72.7% | +166.2% | -93.6% | +49.9% |
| 5Y | +105.9% | +191.8% | -85.9% | +75.4% |
| 10Y | +248.1% | +367.2% | -119.1% | +172.6% |
| All | +2,087.4% | +8,689.8% | -6,602.3% | +855.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UTHR.
Daily Out/Under-Performance
Portfolio return minus UTHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UTHR 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 UTHR 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