-17.9%
CLS vs UTHR
+29.3%
-47.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.4% | -5.0% | -5.4% |
| 7D | +16.3% | +5.2% | +11.1% | +16.0% |
| 30D | -25.7% | +9.5% | -35.1% | -25.5% |
| 3M | -30.9% | +17.9% | -48.8% | -30.5% |
| 6M | -35.5% | +2.0% | -37.5% | -34.5% |
| YTD | -18.7% | +21.3% | -40.0% | -17.8% |
| 1Y | -17.9% | +27.9% | -45.8% | -19.2% |
| All | -17.9% | +29.3% | -47.2% | -19.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling