+236.3%
UNH vs CCL
-42.0%
+278.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.1% |
| 7D | -3.2% | -4.3% | +1.1% | -2.7% |
| 30D | -3.5% | -19.0% | +15.5% | -1.4% |
| 3M | -4.2% | -13.1% | +8.9% | -3.0% |
| 6M | +38.3% | -13.3% | +51.6% | +39.4% |
| YTD | +19.2% | -25.2% | +44.5% | +21.8% |
| 1Y | +15.0% | -27.2% | +42.2% | +17.4% |
| 3Y | -14.5% | +49.2% | -63.7% | -21.3% |
| 5Y | +4.6% | +0.4% | +4.2% | -2.8% |
| All | +236.3% | -42.0% | +278.3% | +232.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CCL.
Daily Out/Under-Performance
Portfolio return minus CCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCL 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 CCL 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