+45.0%
CBRE vs UTHR
+139.1%
-94.0%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +2.1% | -5.9% | -4.0% |
| 7D | -1.5% | -2.9% | +1.4% | -1.2% |
| 30D | -4.0% | -7.6% | +3.6% | -3.2% |
| 3M | +8.0% | -8.6% | +16.6% | +9.1% |
| 6M | +4.0% | +4.1% | -0.2% | +3.3% |
| YTD | -11.5% | +2.2% | -13.7% | -12.1% |
| 1Y | -13.0% | +26.2% | -39.2% | -15.9% |
| 3Y | +66.9% | +121.2% | -54.3% | +41.5% |
| 5Y | +45.0% | +136.5% | -91.5% | +15.0% |
| All | +45.0% | +139.1% | -94.0% | +15.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling