+506.2%
CNP vs UTHR
+8,620.1%
-8,113.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +1.0% |
| 7D | -3.0% | -2.1% | -0.9% | -2.9% |
| 30D | +6.8% | +7.2% | -0.3% | +6.2% |
| 3M | +3.6% | +11.1% | -7.5% | +2.6% |
| 6M | 0.0% | +4.2% | -4.2% | -0.5% |
| YTD | +9.4% | +20.8% | -11.4% | +7.3% |
| 1Y | +6.8% | +29.7% | -22.8% | +4.1% |
| 3Y | +64.2% | +164.1% | -100.0% | +49.1% |
| 5Y | +76.0% | +190.7% | -114.6% | +57.8% |
| 10Y | +143.3% | +355.4% | -212.1% | +106.7% |
| All | +506.2% | +8,620.1% | -8,113.9% | +293.8% |
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