+732.7%
CLS vs UTHR
+150.6%
+582.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.6% |
| 7D | -22.2% | -6.1% | -16.0% | -21.7% |
| 30D | -44.4% | +3.1% | -47.5% | -44.4% |
| 3M | -34.3% | +5.5% | -39.7% | -34.5% |
| 6M | -50.1% | -5.8% | -44.2% | -49.7% |
| YTD | -30.1% | +15.3% | -45.4% | -31.3% |
| 1Y | -39.3% | +23.8% | -63.1% | -40.8% |
| 3Y | +732.7% | +146.3% | +586.4% | +720.7% |
| All | +732.7% | +150.6% | +582.2% | +720.7% |
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