+62.8%
CVE vs UTHR
+1,203.8%
-1,141.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -7.0% | +4.3% | -1.1% |
| 7D | -14.1% | -4.7% | -9.4% | -13.1% |
| 30D | -11.6% | +4.4% | -16.1% | -12.7% |
| 3M | 0.0% | +9.0% | -9.0% | -2.6% |
| 6M | -8.4% | -1.1% | -7.3% | -8.9% |
| YTD | +65.9% | +16.1% | +49.8% | +56.8% |
| 1Y | +69.4% | +26.4% | +43.0% | +56.6% |
| 3Y | +55.9% | +152.1% | -96.2% | +14.1% |
| 5Y | +146.2% | +179.6% | -33.5% | +70.3% |
| 10Y | +140.6% | +395.6% | -255.0% | +35.0% |
| All | +62.8% | +1,203.8% | -1,141.0% | -39.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling