+568.0%
CF vs UTHR
+382.4%
+185.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.3% | +0.8% |
| 7D | -3.2% | -6.1% | +3.0% | -2.2% |
| 30D | +4.3% | +3.1% | +1.2% | +3.5% |
| 3M | +2.8% | +5.5% | -2.7% | +1.2% |
| 6M | +0.6% | -5.8% | +6.4% | +1.1% |
| YTD | +56.6% | +15.3% | +41.3% | +49.6% |
| 1Y | +49.6% | +23.8% | +25.8% | +40.6% |
| 3Y | +61.5% | +146.3% | -84.8% | +22.9% |
| 5Y | +124.0% | +177.8% | -53.9% | +59.3% |
| All | +568.0% | +382.4% | +185.6% | +254.8% |
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