+260.5%
CP vs UTHR
+364.7%
-104.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | +2.1% | +5.2% | -3.0% | +1.4% |
| 30D | +9.3% | +9.5% | -0.1% | +7.8% |
| 3M | +0.5% | +17.9% | -17.5% | -2.3% |
| 6M | +10.4% | +2.0% | +8.4% | +9.7% |
| YTD | +28.7% | +21.3% | +7.4% | +23.8% |
| 1Y | +33.2% | +27.9% | +5.3% | +27.0% |
| 3Y | +38.4% | +162.3% | -123.9% | +12.6% |
| 5Y | +26.2% | +190.7% | -164.6% | -1.6% |
| All | +260.5% | +364.7% | -104.2% | +135.4% |
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