+139.9%
CNP vs UTHR
+310.6%
-170.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.8% | -2.6% | -1.1% |
| 7D | +0.7% | +3.0% | -2.3% | +0.2% |
| 30D | -0.1% | -4.3% | +4.3% | +0.5% |
| 3M | -5.6% | -8.4% | +2.8% | -4.5% |
| 6M | -7.5% | -4.2% | -3.3% | -7.2% |
| YTD | +5.5% | +4.0% | +1.5% | +4.2% |
| 1Y | +8.3% | +25.5% | -17.2% | +3.8% |
| 3Y | +51.8% | +125.1% | -73.4% | +28.2% |
| 5Y | +69.9% | +140.3% | -70.4% | +39.7% |
| 10Y | +139.9% | +322.5% | -182.6% | +64.3% |
| All | +139.9% | +310.6% | -170.6% | +64.3% |
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