+140.6%
CNP vs UTHR
+366.4%
-225.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | -0.1% |
| 7D | +2.5% | +4.9% | -2.4% | +1.7% |
| 30D | +4.0% | +9.2% | -5.1% | +2.7% |
| 3M | +1.6% | +15.9% | -14.3% | -0.8% |
| 6M | -1.7% | +2.0% | -3.7% | -2.3% |
| YTD | +8.6% | +21.8% | -13.1% | +4.7% |
| 1Y | +5.8% | +28.6% | -22.7% | +1.1% |
| 3Y | +63.0% | +166.2% | -103.2% | +33.7% |
| 5Y | +74.7% | +191.8% | -117.1% | +38.8% |
| All | +140.6% | +366.4% | -225.8% | +62.0% |
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 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