+162.3%
CVE vs UTHR
+295.8%
-133.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.2% |
| 7D | +2.5% | -5.4% | +7.9% | +4.0% |
| 30D | +16.7% | -6.0% | +22.8% | +18.6% |
| 3M | +9.3% | -11.0% | +20.2% | +12.4% |
| 6M | +43.6% | -0.5% | +44.1% | +42.1% |
| YTD | +93.6% | +0.1% | +93.5% | +90.2% |
| 1Y | +98.8% | +28.2% | +70.6% | +80.7% |
| 3Y | +73.6% | +113.8% | -40.2% | +25.5% |
| 5Y | +312.5% | +131.3% | +181.2% | +178.4% |
| All | +162.3% | +295.8% | -133.5% | +26.8% |
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