+74.6%
CNP vs UTHR
+190.4%
-115.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.6% | -3.3% | 0.0% |
| 7D | -4.3% | -2.3% | -2.0% | -4.1% |
| 30D | +5.7% | +6.1% | -0.3% | +5.1% |
| 3M | +0.9% | +8.1% | -7.2% | +0.1% |
| 6M | -1.1% | +3.1% | -4.2% | -1.5% |
| YTD | +8.3% | +19.5% | -11.3% | +5.9% |
| 1Y | +5.9% | +29.7% | -23.8% | +2.7% |
| 3Y | +64.6% | +162.7% | -98.1% | +41.5% |
| 5Y | +74.6% | +192.8% | -118.2% | +45.1% |
| All | +74.6% | +190.4% | -115.8% | +45.1% |
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