+2,962.6%
CCJ vs UTHR
+8,724.6%
-5,762.0%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.2% | +0.8% | +1.9% |
| 7D | +3.7% | -2.1% | +5.8% | +4.0% |
| 30D | -13.7% | +8.3% | -22.0% | -14.5% |
| 3M | -24.7% | +15.5% | -40.3% | -26.1% |
| 6M | -38.1% | +4.5% | -42.7% | -38.6% |
| YTD | -18.8% | +22.2% | -41.0% | -21.0% |
| 1Y | -19.5% | +29.7% | -49.2% | -22.3% |
| 3Y | +75.9% | +167.3% | -91.4% | +53.4% |
| 5Y | +173.1% | +196.5% | -23.4% | +133.7% |
| 10Y | +813.5% | +369.0% | +444.4% | +627.8% |
| All | +2,962.6% | +8,724.6% | -5,762.0% | +2,111.7% |
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