+231.0%
UNH vs CF
+546.3%
-315.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | -0.7% | -0.9% | +0.2% | -0.7% |
| 30D | +4.8% | +6.9% | -2.1% | +3.5% |
| 3M | -1.7% | +4.8% | -6.6% | -2.9% |
| 6M | +5.9% | +4.7% | +1.2% | +4.3% |
| YTD | +22.8% | +56.5% | -33.7% | +11.0% |
| 1Y | +25.9% | +48.4% | -22.5% | +14.8% |
| 3Y | -21.4% | +59.1% | -80.6% | -30.7% |
| 5Y | -6.3% | +109.5% | -115.8% | -25.8% |
| 10Y | +231.0% | +487.0% | -256.0% | +104.2% |
| All | +231.0% | +546.3% | -315.3% | +104.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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