-32.3%
CPB vs UTHR
+190.4%
-222.7%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.6% | -4.8% | -1.5% |
| 7D | +3.3% | -2.3% | +5.5% | +3.4% |
| 30D | +19.0% | +6.1% | +12.9% | +18.4% |
| 3M | +0.4% | +8.1% | -7.7% | -0.3% |
| 6M | +13.0% | +3.1% | +9.9% | +12.5% |
| YTD | -12.7% | +19.5% | -32.3% | -14.5% |
| 1Y | -20.9% | +29.7% | -50.6% | -23.2% |
| 3Y | -35.4% | +162.7% | -198.1% | -44.0% |
| 5Y | -32.3% | +192.8% | -225.1% | -43.1% |
| All | -32.3% | +190.4% | -222.7% | -43.1% |
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