-11.8%
UNH vs CFG
+193.0%
-204.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.1% |
| 7D | +1.1% | +2.7% | -1.5% | +0.8% |
| 30D | -1.5% | -3.7% | +2.2% | -1.1% |
| 3M | -0.8% | +9.5% | -10.3% | -1.9% |
| 6M | +41.8% | +22.2% | +19.6% | +38.4% |
| YTD | +23.1% | +22.3% | +0.7% | +19.8% |
| 1Y | +28.5% | +39.4% | -10.9% | +23.2% |
| 3Y | -11.8% | +188.5% | -200.2% | -18.1% |
| All | -11.8% | +193.0% | -204.7% | -18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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