+471.5%
CF vs UTHR
+364.7%
+106.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | +4.8% | +5.2% | -0.4% | +3.8% |
| 30D | +4.7% | +9.5% | -4.8% | +2.8% |
| 3M | +7.4% | +17.9% | -10.5% | +3.6% |
| 6M | +0.6% | +2.0% | -1.4% | -0.4% |
| YTD | +64.1% | +21.3% | +42.8% | +55.4% |
| 1Y | +51.4% | +27.9% | +23.5% | +41.7% |
| 3Y | +67.8% | +162.3% | -94.5% | +26.9% |
| 5Y | +114.1% | +190.7% | -76.6% | +52.3% |
| All | +471.5% | +364.7% | +106.8% | +228.1% |
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