+216.1%
UNH vs CF
+479.1%
-263.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.4% | +0.6% |
| 7D | +3.4% | +4.8% | -1.4% | +2.6% |
| 30D | +3.0% | +4.7% | -1.7% | +2.1% |
| 3M | +2.7% | +7.4% | -4.7% | +1.2% |
| 6M | +2.8% | +0.6% | +2.2% | +2.1% |
| YTD | +25.9% | +64.1% | -38.2% | +12.9% |
| 1Y | +25.8% | +51.4% | -25.6% | +14.5% |
| 3Y | -20.0% | +67.8% | -87.8% | -30.0% |
| 5Y | -2.8% | +114.1% | -117.0% | -23.1% |
| All | +216.1% | +479.1% | -263.0% | +94.8% |
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