+60.0%
CSGP vs UTHR
+364.7%
-304.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.4% | +3.2% | +2.9% |
| 7D | +1.3% | +5.2% | -3.8% | +0.6% |
| 30D | +2.8% | +9.5% | -6.6% | +1.6% |
| 3M | -6.3% | +17.9% | -24.3% | -8.6% |
| 6M | -3.2% | +2.0% | -5.2% | -3.7% |
| YTD | -54.0% | +21.3% | -75.3% | -55.6% |
| 1Y | -54.8% | +27.9% | -82.7% | -56.8% |
| 3Y | -60.6% | +162.3% | -222.9% | -67.9% |
| 5Y | -62.6% | +190.7% | -253.4% | -70.6% |
| All | +60.0% | +364.7% | -304.7% | +4.2% |
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