+242.0%
COF vs UTHR
+313.7%
-71.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +0.9% |
| 7D | -5.1% | +1.9% | -7.1% | -5.6% |
| 30D | -6.0% | -2.9% | -3.2% | -5.5% |
| 3M | +14.8% | -8.9% | +23.7% | +17.2% |
| 6M | +15.3% | -8.7% | +24.1% | +17.3% |
| YTD | -13.0% | +2.0% | -15.1% | -14.4% |
| 1Y | -5.7% | +22.8% | -28.5% | -11.8% |
| 3Y | +118.1% | +120.6% | -2.5% | +64.7% |
| 5Y | +46.2% | +136.4% | -90.2% | +4.9% |
| All | +242.0% | +313.7% | -71.7% | +77.9% |
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