+67.8%
CF vs UTHR
+166.1%
-98.3%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.1% |
| 7D | +4.8% | +5.2% | -0.4% | +4.7% |
| 30D | +4.7% | +9.5% | -4.8% | +4.5% |
| 3M | +7.4% | +17.9% | -10.5% | +6.9% |
| 6M | +0.6% | +2.0% | -1.4% | +0.5% |
| YTD | +64.1% | +21.3% | +42.8% | +62.5% |
| 1Y | +51.4% | +27.9% | +23.5% | +49.3% |
| 3Y | +67.8% | +162.3% | -94.5% | +52.3% |
| All | +67.8% | +166.1% | -98.3% | +52.3% |
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 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