+753.7%
CCJ vs UTHR
+364.7%
+389.0%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.4% |
| 7D | -0.8% | +5.2% | -6.0% | -1.8% |
| 30D | -13.2% | +9.5% | -22.7% | -14.8% |
| 3M | -27.6% | +17.9% | -45.6% | -30.2% |
| 6M | -38.7% | +2.0% | -40.7% | -39.2% |
| YTD | -22.7% | +21.3% | -44.0% | -26.3% |
| 1Y | -17.6% | +27.9% | -45.5% | -22.3% |
| 3Y | +62.7% | +162.3% | -99.7% | +24.6% |
| 5Y | +159.7% | +190.7% | -31.0% | +89.7% |
| All | +753.7% | +364.7% | +389.0% | +421.5% |
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