+3,038.3%
CLS vs UTHR
+310.6%
+2,727.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.8% | -0.7% | +0.7% |
| 7D | +20.1% | +3.0% | +17.1% | +19.4% |
| 30D | +6.0% | -4.3% | +10.4% | +7.0% |
| 3M | -10.3% | -8.4% | -1.9% | -8.9% |
| 6M | +24.5% | -4.2% | +28.7% | +24.7% |
| YTD | +12.9% | +4.0% | +8.8% | +10.8% |
| 1Y | +36.7% | +25.5% | +11.2% | +28.7% |
| 3Y | +1,328.1% | +125.1% | +1,203.0% | +1,043.0% |
| 5Y | +3,682.3% | +140.3% | +3,542.0% | +2,807.3% |
| 10Y | +3,038.3% | +322.5% | +2,715.8% | +1,881.2% |
| All | +3,038.3% | +310.6% | +2,727.7% | +1,881.2% |
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