-43.4%
CCL vs UTHR
+319.3%
-362.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.9% |
| 7D | -4.3% | +2.8% | -7.1% | -5.0% |
| 30D | -19.0% | -2.3% | -16.7% | -18.6% |
| 3M | -13.1% | -7.4% | -5.7% | -11.7% |
| 6M | -13.3% | -6.0% | -7.3% | -12.4% |
| YTD | -25.2% | +3.4% | -28.7% | -26.6% |
| 1Y | -27.2% | +27.1% | -54.3% | -32.3% |
| 3Y | +49.2% | +123.8% | -74.6% | +13.6% |
| 5Y | +0.4% | +139.6% | -139.3% | -27.5% |
| All | -43.4% | +319.3% | -362.7% | -69.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling