+6.0%
CLSK vs UTHR
+135.8%
-129.8%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -1.3% | +8.1% | +7.1% |
| 7D | +7.7% | +1.9% | +5.8% | +7.2% |
| 30D | +12.2% | -2.9% | +15.1% | +13.0% |
| 3M | -15.5% | -8.9% | -6.6% | -13.8% |
| 6M | +39.3% | -8.7% | +48.1% | +41.7% |
| YTD | +35.1% | +2.0% | +33.1% | +33.0% |
| 1Y | +34.0% | +22.8% | +11.2% | +25.2% |
| 3Y | +226.3% | +120.6% | +105.6% | +147.6% |
| All | +6.0% | +135.8% | -129.8% | -18.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling