-61.4%
CLSK vs UTHR
+269.8%
-331.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.1% | +4.1% | +6.1% |
| 7D | +21.9% | -2.9% | +24.8% | +22.1% |
| 30D | +9.6% | -7.6% | +17.2% | +10.1% |
| 3M | -18.4% | -8.6% | -9.8% | -18.0% |
| 6M | +46.4% | +4.1% | +42.2% | +45.9% |
| YTD | +33.2% | +2.2% | +31.0% | +32.9% |
| 1Y | +47.0% | +26.2% | +20.8% | +45.1% |
| 3Y | +206.4% | +121.2% | +85.2% | +200.4% |
| 5Y | +5.4% | +136.5% | -131.1% | +3.4% |
| All | -61.4% | +269.8% | -331.2% | -49.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling