+671.2%
CTAS vs UTHR
+319.3%
+351.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.7% |
| 7D | -1.3% | +2.8% | -4.1% | -1.8% |
| 30D | -3.1% | -2.3% | -0.8% | -2.7% |
| 3M | +10.3% | -7.4% | +17.7% | +11.6% |
| 6M | +1.6% | -6.0% | +7.6% | +2.4% |
| YTD | +6.3% | +3.4% | +2.9% | +4.9% |
| 1Y | -0.5% | +27.1% | -27.6% | -5.7% |
| 3Y | +64.6% | +123.8% | -59.2% | +34.2% |
| 5Y | +106.0% | +139.6% | -33.6% | +61.6% |
| All | +671.2% | +319.3% | +351.9% | +376.8% |
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