+62.0%
CFG vs UTHR
+179.7%
-117.7%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.3% | -0.8% |
| 7D | -0.9% | -6.1% | +5.2% | 0.0% |
| 30D | +1.1% | +3.1% | -2.1% | +0.6% |
| 3M | -12.0% | +5.5% | -17.4% | -12.9% |
| 6M | -2.2% | -5.8% | +3.6% | -1.5% |
| YTD | +11.4% | +15.3% | -3.9% | +8.1% |
| 1Y | +27.8% | +23.8% | +4.1% | +22.6% |
| 3Y | +173.3% | +146.3% | +27.0% | +118.3% |
| All | +62.0% | +179.7% | -117.7% | +22.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling