+54.1%
CCL vs UTHR
+123.2%
-69.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.1% | -3.4% | -1.6% |
| 7D | -0.1% | -2.9% | +2.7% | +0.2% |
| 30D | -20.0% | -7.6% | -12.4% | -19.2% |
| 3M | -13.7% | -8.6% | -5.1% | -12.7% |
| 6M | -9.0% | +4.1% | -13.2% | -9.6% |
| YTD | -22.8% | +2.2% | -25.0% | -23.3% |
| 1Y | -25.3% | +26.2% | -51.5% | -27.8% |
| 3Y | +54.1% | +121.2% | -67.1% | +38.6% |
| All | +54.1% | +123.2% | -69.1% | +38.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling