+134.8%
CVE vs UTHR
+190.4%
-55.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.6% | -3.1% | +0.2% |
| 7D | -10.1% | -2.3% | -7.8% | -9.9% |
| 30D | -12.1% | +6.1% | -18.2% | -12.6% |
| 3M | -1.9% | +8.1% | -10.0% | -2.8% |
| 6M | -1.8% | +3.1% | -4.9% | -2.4% |
| YTD | +65.8% | +19.5% | +46.2% | +61.3% |
| 1Y | +60.8% | +29.7% | +31.1% | +54.8% |
| 3Y | +70.1% | +162.7% | -92.6% | +42.6% |
| 5Y | +134.8% | +192.8% | -58.0% | +80.8% |
| All | +134.8% | +190.4% | -55.6% | +80.8% |
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 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