+401.2%
CBRE vs UTHR
+310.6%
+90.6%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.8% | -3.6% | -2.2% |
| 7D | -1.7% | +3.0% | -4.7% | -2.3% |
| 30D | -3.0% | -4.3% | +1.4% | -2.2% |
| 3M | +2.6% | -8.4% | +11.0% | +4.3% |
| 6M | +2.0% | -4.2% | +6.2% | +2.5% |
| YTD | -13.1% | +4.0% | -17.1% | -14.6% |
| 1Y | -13.8% | +25.5% | -39.3% | -18.9% |
| 3Y | +63.9% | +125.1% | -61.3% | +28.2% |
| 5Y | +42.3% | +140.3% | -98.0% | +6.8% |
| 10Y | +401.2% | +322.5% | +78.7% | +190.5% |
| All | +401.2% | +310.6% | +90.6% | +190.5% |
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