+340.0%
UTHR vs CASY
+555.0%
-215.0%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.1% | -0.5% |
| 7D | +5.2% | +3.6% | +1.6% | +4.6% |
| 30D | +9.5% | +9.1% | +0.4% | +7.8% |
| 3M | +17.9% | -16.5% | +34.5% | +21.1% |
| 6M | +2.0% | -19.7% | +21.7% | +5.0% |
| YTD | +21.3% | +29.3% | -7.9% | +12.9% |
| 1Y | +27.9% | +33.1% | -5.3% | +18.2% |
| 3Y | +162.3% | +158.5% | +3.8% | +104.5% |
| 5Y | +190.7% | +266.7% | -76.0% | +104.8% |
| All | +340.0% | +555.0% | -215.0% | +165.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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