+162.3%
UTHR vs CLBK
+54.0%
+108.4%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.2% | -0.3% |
| 7D | +5.2% | +0.9% | +4.3% | +5.2% |
| 30D | +9.5% | +3.4% | +6.1% | +9.4% |
| 3M | +17.9% | -4.3% | +22.2% | +18.0% |
| 6M | +2.0% | +28.4% | -26.3% | +1.3% |
| YTD | +21.3% | +59.4% | -38.1% | +19.8% |
| 1Y | +27.9% | +64.8% | -36.9% | +26.2% |
| 3Y | +162.3% | +50.6% | +111.8% | +160.9% |
| All | +162.3% | +54.0% | +108.4% | +160.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling