+3.5%
UNH vs CFG
+99.7%
-96.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.1% | -1.8% |
| 7D | -1.7% | -0.6% | -1.1% | -1.6% |
| 30D | -3.8% | -4.5% | +0.7% | -3.2% |
| 3M | -4.3% | +6.3% | -10.6% | -5.1% |
| 6M | +38.6% | +20.6% | +18.0% | +35.0% |
| YTD | +20.7% | +21.2% | -0.6% | +17.2% |
| 1Y | +16.0% | +38.2% | -22.2% | +10.6% |
| 3Y | -13.5% | +185.9% | -199.4% | -25.9% |
| 5Y | +3.5% | +97.0% | -93.5% | -8.8% |
| All | +3.5% | +99.7% | -96.2% | -8.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling