+362.4%
CFG vs UTHR
+270.2%
+92.1%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.5% | +0.1% |
| 7D | +1.5% | -5.4% | +6.9% | +3.0% |
| 30D | -3.8% | -6.0% | +2.2% | -2.4% |
| 3M | +11.5% | -11.0% | +22.5% | +14.7% |
| 6M | +19.2% | -0.5% | +19.7% | +18.3% |
| YTD | +23.7% | +0.1% | +23.6% | +22.1% |
| 1Y | +38.8% | +28.2% | +10.7% | +27.3% |
| 3Y | +178.9% | +113.8% | +65.1% | +108.2% |
| 5Y | +101.8% | +131.3% | -29.5% | +43.1% |
| 10Y | +317.3% | +296.7% | +20.5% | +124.4% |
| All | +362.4% | +270.2% | +92.1% | +149.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling