+294.1%
CG vs UTHR
+1,262.1%
-968.0%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.2% | -2.6% | -1.6% |
| 7D | -3.8% | -2.1% | -1.7% | -3.4% |
| 30D | +7.5% | +8.3% | -0.8% | +5.9% |
| 3M | -14.4% | +15.5% | -29.9% | -17.0% |
| 6M | -15.7% | +4.5% | -20.2% | -16.7% |
| YTD | -29.0% | +22.2% | -51.2% | -32.4% |
| 1Y | -22.1% | +29.7% | -51.8% | -26.8% |
| 3Y | +49.1% | +167.3% | -118.2% | +16.5% |
| 5Y | -18.4% | +196.5% | -214.9% | -38.6% |
| 10Y | +295.1% | +369.0% | -73.9% | +153.3% |
| All | +294.1% | +1,262.1% | -968.0% | +107.4% |
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