+237.0%
CFG vs UTHR
+363.8%
-126.8%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.6% | -0.7% | +2.0% |
| 7D | +0.3% | -2.3% | +2.6% | +0.8% |
| 30D | +3.2% | +6.1% | -2.8% | +1.6% |
| 3M | -9.7% | +8.1% | -17.8% | -12.0% |
| 6M | +3.6% | +3.1% | +0.5% | +2.1% |
| YTD | +14.7% | +19.5% | -4.9% | +7.5% |
| 1Y | +29.6% | +29.7% | -0.2% | +18.7% |
| 3Y | +190.6% | +162.7% | +27.9% | +101.8% |
| 5Y | +67.1% | +192.8% | -125.7% | +8.5% |
| 10Y | +237.0% | +348.1% | -111.1% | +65.8% |
| All | +237.0% | +363.8% | -126.8% | +65.8% |
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