+2,100.2%
CBRE vs UTHR
+5,048.3%
-2,948.1%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.5% |
| 7D | -4.6% | -2.1% | -2.5% | -4.1% |
| 30D | +3.0% | +8.3% | -5.3% | +0.4% |
| 3M | -8.7% | +15.5% | -24.3% | -13.3% |
| 6M | -7.9% | +4.5% | -12.4% | -9.9% |
| YTD | -16.3% | +22.2% | -38.6% | -22.9% |
| 1Y | -13.1% | +29.7% | -42.8% | -21.4% |
| 3Y | +83.1% | +167.3% | -84.2% | +23.1% |
| 5Y | +27.7% | +196.5% | -168.8% | -19.4% |
| 10Y | +386.9% | +369.0% | +17.9% | +138.9% |
| All | +2,100.2% | +5,048.3% | -2,948.1% | +390.9% |
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