+499.9%
CNP vs UTHR
+8,529.0%
-8,029.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.6% | -3.3% | +0.1% |
| 7D | -4.3% | -2.3% | -2.0% | -4.2% |
| 30D | +5.7% | +6.1% | -0.3% | +5.2% |
| 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% | +6.2% |
| 1Y | +5.9% | +29.7% | -23.8% | +3.2% |
| 3Y | +64.6% | +162.7% | -98.1% | +49.6% |
| 5Y | +74.6% | +192.8% | -118.2% | +56.5% |
| 10Y | +139.8% | +348.1% | -208.3% | +104.0% |
| All | +499.9% | +8,529.0% | -8,029.2% | +290.0% |
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 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