+114.0%
CTAS vs UTHR
+190.4%
-76.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.6% | -3.3% | +0.1% |
| 7D | -0.7% | -2.3% | +1.6% | -0.6% |
| 30D | +10.3% | +6.1% | +4.2% | +9.8% |
| 3M | +10.2% | +8.1% | +2.1% | +9.6% |
| 6M | +34.4% | +3.1% | +31.3% | +34.0% |
| YTD | +19.6% | +19.5% | 0.0% | +17.8% |
| 1Y | +21.8% | +29.7% | -8.0% | +19.2% |
| 3Y | +74.1% | +162.7% | -88.6% | +56.4% |
| 5Y | +114.0% | +192.8% | -78.8% | +85.5% |
| All | +114.0% | +190.4% | -76.3% | +85.5% |
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