+887.2%
UNH vs CF
+5,315.1%
-4,427.9%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.5% |
| 7D | -3.2% | -3.2% | 0.0% | -2.7% |
| 30D | +4.8% | +4.3% | +0.5% | +3.9% |
| 3M | -1.8% | +2.8% | -4.6% | -2.7% |
| 6M | +8.6% | +0.6% | +8.0% | +7.6% |
| YTD | +21.8% | +56.6% | -34.9% | +10.3% |
| 1Y | +25.8% | +49.6% | -23.8% | +14.9% |
| 3Y | -21.3% | +61.5% | -82.8% | -30.4% |
| 5Y | -5.3% | +124.0% | -129.3% | -24.0% |
| 10Y | +238.1% | +573.2% | -335.1% | +108.8% |
| All | +887.2% | +5,315.1% | -4,427.9% | +259.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling