+487.0%
CF vs UTHR
+363.8%
+123.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.6% | -3.7% | -0.7% |
| 7D | -0.9% | -2.3% | +1.4% | -0.6% |
| 30D | +6.9% | +6.1% | +0.9% | +5.6% |
| 3M | +4.8% | +8.1% | -3.2% | +2.8% |
| 6M | +4.7% | +3.1% | +1.6% | +3.4% |
| YTD | +56.5% | +19.5% | +36.9% | +48.6% |
| 1Y | +48.4% | +29.7% | +18.7% | +38.4% |
| 3Y | +59.1% | +162.7% | -103.6% | +20.2% |
| 5Y | +109.5% | +192.8% | -83.3% | +48.6% |
| 10Y | +487.0% | +348.1% | +138.8% | +239.4% |
| All | +487.0% | +363.8% | +123.2% | +239.4% |
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 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