-50.5%
CPNG vs UTHR
+135.8%
-186.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -7.1% |
| 3M | -12.3% | -8.9% | -3.5% | -11.5% |
| 6M | -19.4% | -8.7% | -10.7% | -18.9% |
| YTD | -35.9% | +2.0% | -37.9% | -36.5% |
| 1Y | -53.4% | +22.8% | -76.2% | -55.0% |
| 3Y | -20.0% | +120.6% | -140.6% | -32.8% |
| All | -50.5% | +135.8% | -186.2% | -60.1% |
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