+481.0%
CF vs UTHR
+349.3%
+131.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.1% | +1.5% | +2.4% |
| 7D | +4.8% | -2.1% | +6.9% | +5.0% |
| 30D | +9.7% | +7.2% | +2.5% | +8.1% |
| 3M | +1.2% | +11.1% | -9.9% | -1.2% |
| 6M | +7.4% | +4.2% | +3.2% | +5.9% |
| YTD | +60.5% | +20.8% | +39.7% | +52.2% |
| 1Y | +50.7% | +29.7% | +21.1% | +40.7% |
| 3Y | +64.8% | +164.1% | -99.3% | +24.4% |
| 5Y | +115.8% | +190.7% | -74.9% | +53.6% |
| 10Y | +481.0% | +355.4% | +125.6% | +234.3% |
| All | +481.0% | +349.3% | +131.7% | +234.3% |
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