+54.6%
CG vs UTHR
+157.2%
-102.6%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +3.6% | +2.9% | +6.2% |
| 7D | +3.0% | -2.3% | +5.3% | +3.4% |
| 30D | +10.1% | +6.1% | +4.1% | +9.6% |
| 3M | -10.8% | +8.1% | -18.9% | -11.5% |
| 6M | -15.2% | +3.1% | -18.3% | -15.4% |
| YTD | -26.9% | +19.5% | -46.5% | -28.4% |
| 1Y | -17.0% | +29.7% | -46.8% | -19.4% |
| 3Y | +54.6% | +162.7% | -108.1% | +54.9% |
| All | +54.6% | +157.2% | -102.6% | +54.9% |
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