+322.0%
CMG vs UTHR
+313.7%
+8.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.4% |
| 7D | -2.1% | +1.9% | -4.0% | -2.4% |
| 30D | +10.9% | -2.9% | +13.8% | +11.3% |
| 3M | +15.8% | -8.9% | +24.7% | +17.3% |
| 6M | +6.9% | -8.7% | +15.7% | +8.1% |
| YTD | -2.2% | +2.0% | -4.2% | -3.1% |
| 1Y | -7.1% | +22.8% | -29.9% | -10.8% |
| 3Y | -7.1% | +120.6% | -127.7% | -21.7% |
| 5Y | -4.8% | +136.4% | -141.2% | -22.4% |
| All | +322.0% | +313.7% | +8.3% | +191.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling