-38.4%
CPB vs UTHR
+139.1%
-177.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.1% | -0.3% | +1.6% |
| 7D | -8.2% | -2.9% | -5.4% | -8.0% |
| 30D | -5.6% | -7.6% | +2.0% | -5.0% |
| 3M | +3.0% | -8.6% | +11.5% | +3.7% |
| 6M | -12.7% | +4.1% | -16.9% | -13.4% |
| YTD | -18.0% | +2.2% | -20.2% | -18.6% |
| 1Y | -31.7% | +26.2% | -57.9% | -34.0% |
| 3Y | -41.0% | +121.2% | -162.1% | -48.3% |
| 5Y | -38.4% | +136.5% | -174.9% | -48.4% |
| All | -38.4% | +139.1% | -177.4% | -48.4% |
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 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