-21.3%
UNH vs CF
+57.7%
-79.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.4% |
| 7D | -3.2% | -3.2% | 0.0% | -3.0% |
| 30D | +4.8% | +4.3% | +0.5% | +4.6% |
| 3M | -1.8% | +2.8% | -4.6% | -2.0% |
| 6M | +8.6% | +0.6% | +8.0% | +8.4% |
| YTD | +21.8% | +56.6% | -34.9% | +16.5% |
| 1Y | +25.8% | +49.6% | -23.8% | +20.8% |
| 3Y | -21.3% | +61.5% | -82.8% | -25.5% |
| All | -21.3% | +57.7% | -79.0% | -25.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling