-20.0%
UNH vs CCL
+136.4%
-156.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.6% |
| 7D | +3.4% | -1.2% | +4.6% | +3.4% |
| 30D | +3.0% | +13.1% | -10.1% | +2.6% |
| 3M | +2.7% | +3.4% | -0.6% | +2.6% |
| 6M | +2.8% | +18.7% | -15.9% | +2.3% |
| YTD | +25.9% | -2.3% | +28.1% | +25.6% |
| 1Y | +25.8% | +14.2% | +11.6% | +24.8% |
| 3Y | -20.0% | +133.6% | -153.6% | -19.5% |
| All | -20.0% | +136.4% | -156.4% | -19.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling