+30.2%
CCL vs UTHR
+190.4%
-160.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.6% | +0.5% | +3.6% |
| 7D | +3.1% | -2.3% | +5.3% | +3.4% |
| 30D | +17.5% | +6.1% | +11.5% | +16.6% |
| 3M | +6.8% | +8.1% | -1.3% | +5.5% |
| 6M | +18.7% | +3.1% | +15.6% | +18.0% |
| YTD | +3.0% | +19.5% | -16.5% | -0.3% |
| 1Y | +17.7% | +29.7% | -12.0% | +12.5% |
| 3Y | +155.6% | +162.7% | -7.1% | +109.9% |
| 5Y | +30.2% | +192.8% | -162.6% | -3.7% |
| All | +30.2% | +190.4% | -160.2% | -3.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling