+351.9%
UTHR vs CLBK
+65.6%
+286.3%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.7% |
| 7D | +2.8% | -1.4% | +4.1% | +3.0% |
| 30D | -2.3% | +4.5% | -6.8% | -3.2% |
| 3M | -7.4% | +22.8% | -30.2% | -11.3% |
| 6M | -6.0% | +43.4% | -49.4% | -12.9% |
| YTD | +3.4% | +64.1% | -60.7% | -7.1% |
| 1Y | +27.1% | +67.6% | -40.5% | +13.2% |
| 3Y | +123.8% | +53.3% | +70.5% | +97.8% |
| 5Y | +139.6% | +44.8% | +94.8% | +104.5% |
| All | +351.9% | +65.6% | +286.3% | +243.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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