+247.4%
UNH vs CF
+589.1%
-341.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.8% |
| 7D | +1.1% | -0.9% | +2.1% | +1.3% |
| 30D | -1.5% | +18.1% | -19.6% | -4.3% |
| 3M | -0.8% | +23.4% | -24.2% | -4.5% |
| 6M | +41.8% | +17.1% | +24.7% | +36.2% |
| YTD | +23.1% | +76.2% | -53.2% | +9.4% |
| 1Y | +28.5% | +62.3% | -33.7% | +15.8% |
| 3Y | -11.8% | +71.8% | -83.6% | -22.9% |
| 5Y | +5.3% | +234.6% | -229.2% | -24.8% |
| 10Y | +247.4% | +574.3% | -326.8% | +102.7% |
| All | +247.4% | +589.1% | -341.7% | +102.7% |
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