+56.1%
CDE vs UTHR
+313.7%
-257.6%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.3% | +2.5% | +1.5% |
| 7D | -3.1% | +1.9% | -5.1% | -3.5% |
| 30D | +9.5% | -2.9% | +12.3% | +10.2% |
| 3M | +25.5% | -8.9% | +34.3% | +27.9% |
| 6M | -7.9% | -8.7% | +0.8% | -6.3% |
| YTD | +15.6% | +2.0% | +13.5% | +13.8% |
| 1Y | +34.0% | +22.8% | +11.3% | +26.1% |
| 3Y | +791.9% | +120.6% | +671.3% | +593.3% |
| 5Y | +197.7% | +136.4% | +61.3% | +123.7% |
| All | +56.1% | +313.7% | -257.6% | +0.5% |
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 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