-34.0%
CCL vs UTHR
+364.7%
-398.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | -1.2% | +5.2% | -6.4% | -2.4% |
| 30D | +13.1% | +9.5% | +3.7% | +10.7% |
| 3M | +3.4% | +17.9% | -14.6% | -1.2% |
| 6M | +18.7% | +2.0% | +16.7% | +17.5% |
| YTD | -2.3% | +21.3% | -23.6% | -8.0% |
| 1Y | +14.2% | +27.9% | -13.7% | +6.0% |
| 3Y | +133.6% | +162.3% | -28.8% | +69.6% |
| 5Y | +33.5% | +190.7% | -157.2% | -9.1% |
| All | -34.0% | +364.7% | -398.7% | -65.9% |
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