+205.5%
CLSK vs UTHR
+124.0%
+81.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.6% | -3.0% | -3.5% |
| 7D | +1.7% | +2.8% | -1.0% | +1.2% |
| 30D | +11.1% | -2.3% | +13.4% | +11.6% |
| 3M | -14.1% | -7.4% | -6.7% | -12.9% |
| 6M | +32.9% | -6.0% | +38.9% | +34.1% |
| YTD | +26.5% | +3.4% | +23.1% | +24.6% |
| 1Y | +27.6% | +27.1% | +0.5% | +19.7% |
| All | +205.5% | +124.0% | +81.5% | +156.5% |
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