+24.4%
CP vs UTHR
+179.7%
-155.3%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.7% |
| 7D | +2.8% | -6.1% | +8.9% | +3.2% |
| 30D | +10.2% | +3.1% | +7.1% | +10.0% |
| 3M | +2.4% | +5.5% | -3.1% | +1.9% |
| 6M | +7.7% | -5.8% | +13.5% | +8.1% |
| YTD | +26.0% | +15.3% | +10.6% | +24.2% |
| 1Y | +34.6% | +23.8% | +10.8% | +31.9% |
| 3Y | +26.7% | +146.3% | -119.6% | +13.9% |
| All | +24.4% | +179.7% | -155.3% | +7.9% |
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 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