-43.4%
CPB vs UTHR
+310.6%
-354.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.8% | -1.2% | +0.4% |
| 7D | -8.0% | +3.0% | -11.0% | -8.2% |
| 30D | -2.4% | -4.3% | +1.9% | -2.1% |
| 3M | +0.5% | -8.4% | +8.9% | +1.2% |
| 6M | -10.5% | -4.2% | -6.2% | -10.3% |
| YTD | -17.5% | +4.0% | -21.5% | -18.2% |
| 1Y | -31.0% | +25.5% | -56.5% | -32.8% |
| 3Y | -40.6% | +125.1% | -165.7% | -45.9% |
| 5Y | -37.7% | +140.3% | -178.1% | -44.0% |
| 10Y | -43.4% | +322.5% | -365.9% | -53.8% |
| All | -43.4% | +310.6% | -354.0% | -53.8% |
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 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