+386.8%
CBRE vs UTHR
+349.3%
+37.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.1% | -3.5% | -2.7% |
| 7D | -0.5% | -2.1% | +1.6% | -0.1% |
| 30D | +3.1% | +7.2% | -4.1% | +1.6% |
| 3M | -6.4% | +11.1% | -17.5% | -8.7% |
| 6M | -7.9% | +4.2% | -12.1% | -9.0% |
| YTD | -16.2% | +20.8% | -37.0% | -20.3% |
| 1Y | -11.2% | +29.7% | -40.9% | -16.8% |
| 3Y | +83.4% | +164.1% | -80.7% | +38.2% |
| 5Y | +28.4% | +190.7% | -162.2% | -8.0% |
| 10Y | +386.8% | +355.4% | +31.4% | +171.5% |
| All | +386.8% | +349.3% | +37.5% | +171.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling