+791.9%
CDE vs UTHR
+121.0%
+671.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.3% | +2.5% | +1.3% |
| 7D | -3.1% | +1.9% | -5.1% | -3.3% |
| 30D | +9.5% | -2.9% | +12.3% | +9.8% |
| 3M | +25.5% | -8.9% | +34.3% | +26.7% |
| 6M | -7.9% | -8.7% | +0.8% | -6.9% |
| YTD | +15.6% | +2.0% | +13.5% | +15.1% |
| 1Y | +34.0% | +22.8% | +11.3% | +30.4% |
| 3Y | +791.9% | +120.6% | +671.3% | +730.4% |
| All | +791.9% | +121.0% | +671.0% | +730.4% |
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