-61.5%
CSGP vs UTHR
+181.3%
-242.8%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -7.0% | +5.4% | -1.2% |
| 7D | +13.9% | -4.7% | +18.6% | +14.2% |
| 30D | +16.0% | +4.4% | +11.5% | +15.8% |
| 3M | +6.1% | +9.0% | -2.9% | +5.6% |
| 6M | -8.2% | -1.1% | -7.0% | -8.2% |
| YTD | -52.3% | +16.1% | -68.4% | -52.8% |
| 1Y | -54.5% | +26.4% | -80.9% | -55.2% |
| 3Y | -58.6% | +152.1% | -210.7% | -62.9% |
| 5Y | -61.5% | +179.6% | -241.1% | -65.2% |
| All | -61.5% | +181.3% | -242.8% | -65.2% |
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 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