+70.4%
UTHR vs CAI
-9.9%
+80.3%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.2% | -2.6% | -1.3% |
| 7D | +1.9% | -2.9% | +4.9% | +2.0% |
| 30D | -2.9% | +9.3% | -12.2% | -2.9% |
| 3M | -8.9% | +35.2% | -44.1% | -9.0% |
| 6M | -8.7% | +30.7% | -39.5% | -8.7% |
| YTD | +2.0% | -9.8% | +11.8% | +0.5% |
| 1Y | +22.8% | -28.9% | +51.6% | +18.9% |
| All | +70.4% | -9.9% | +80.3% | +57.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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