+7.6%
CCL vs UTHR
+8,724.6%
-8,717.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.4% |
| 7D | -1.5% | -2.1% | +0.6% | -1.2% |
| 30D | +16.5% | +8.3% | +8.2% | +15.0% |
| 3M | +11.2% | +15.5% | -4.3% | +8.4% |
| 6M | +22.6% | +4.5% | +18.1% | +21.2% |
| YTD | +2.6% | +22.2% | -19.7% | -1.4% |
| 1Y | +17.0% | +29.7% | -12.8% | +11.4% |
| 3Y | +145.5% | +167.3% | -21.8% | +104.0% |
| 5Y | +36.1% | +196.5% | -160.4% | +10.0% |
| 10Y | -29.4% | +369.0% | -398.5% | -48.3% |
| All | +7.6% | +8,724.6% | -8,717.0% | -37.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling