+21.9%
CCL vs UTHR
+40.6%
-18.7%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.2% | +6.1% | +7.1% |
| 7D | +11.6% | +3.8% | +7.9% | +11.2% |
| 30D | +22.5% | +13.4% | +9.1% | +21.0% |
| 3M | +6.4% | +17.3% | -10.9% | +4.9% |
| 6M | +23.4% | +4.7% | +18.7% | +24.7% |
| YTD | +4.2% | +24.9% | -20.7% | +1.2% |
| 1Y | +21.9% | +39.1% | -17.3% | +15.4% |
| All | +21.9% | +40.6% | -18.7% | +15.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling