-69.3%
CPNG vs UTHR
+206.7%
-276.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.3% | +4.4% | +3.2% |
| 7D | -1.1% | +1.9% | -3.1% | -1.3% |
| 30D | -7.4% | -2.9% | -4.5% | -7.2% |
| 3M | -12.3% | -8.9% | -3.5% | -11.7% |
| 6M | -19.4% | -8.7% | -10.7% | -19.0% |
| YTD | -35.9% | +2.0% | -37.9% | -36.3% |
| 1Y | -53.4% | +22.8% | -76.2% | -54.6% |
| 3Y | -20.0% | +120.6% | -140.6% | -28.9% |
| 5Y | -49.6% | +136.4% | -186.0% | -57.1% |
| All | -69.3% | +206.7% | -276.0% | -71.7% |
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