-42.8%
CCL vs UTHR
+321.8%
-364.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.8% | -3.9% | -2.6% |
| 7D | -4.4% | +3.0% | -7.4% | -5.1% |
| 30D | -18.2% | -4.3% | -13.9% | -17.4% |
| 3M | -17.7% | -8.4% | -9.3% | -16.1% |
| 6M | -13.0% | -4.2% | -8.8% | -12.5% |
| YTD | -24.5% | +4.0% | -28.5% | -25.9% |
| 1Y | -26.9% | +25.5% | -52.5% | -31.9% |
| 3Y | +50.8% | +125.1% | -74.4% | +14.6% |
| 5Y | -0.9% | +140.3% | -141.2% | -28.5% |
| All | -42.8% | +321.8% | -364.6% | -69.0% |
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