+888.6%
UNH vs CF
+5,948.3%
-5,059.7%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.3% | -0.4% |
| 7D | +1.1% | +6.0% | -4.9% | 0.0% |
| 30D | -3.8% | +14.8% | -18.6% | -6.2% |
| 3M | +0.7% | +14.1% | -13.3% | -1.9% |
| 6M | +37.9% | +28.5% | +9.3% | +30.1% |
| YTD | +21.9% | +74.9% | -53.0% | +8.7% |
| 1Y | +31.4% | +61.7% | -30.3% | +18.6% |
| 3Y | -11.4% | +80.3% | -91.7% | -23.0% |
| 5Y | +2.5% | +226.0% | -223.4% | -23.2% |
| 10Y | +242.9% | +569.9% | -327.0% | +112.2% |
| All | +888.6% | +5,948.3% | -5,059.7% | +254.0% |
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