+2,029.3%
CLS vs UTHR
+366.4%
+1,663.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.4% | +5.0% | +4.7% |
| 7D | +23.5% | +4.9% | +18.7% | +22.4% |
| 30D | -28.9% | +9.2% | -38.1% | -30.1% |
| 3M | -25.2% | +15.9% | -41.1% | -27.5% |
| 6M | -32.1% | +2.0% | -34.1% | -32.7% |
| YTD | -14.1% | +21.8% | -35.8% | -18.4% |
| 1Y | -24.1% | +28.6% | -52.6% | -28.8% |
| 3Y | +897.0% | +166.2% | +730.7% | +666.7% |
| 5Y | +2,089.9% | +191.8% | +1,898.1% | +1,504.5% |
| All | +2,029.3% | +366.4% | +1,663.0% | +1,195.4% |
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 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