-3.6%
UNH vs CFG
+66.0%
-69.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +1.9% |
| 7D | +0.2% | +0.7% | -0.5% | +0.1% |
| 30D | +6.8% | +2.8% | +4.0% | +6.4% |
| 3M | -0.3% | -10.1% | +9.8% | +1.1% |
| 6M | +7.9% | +3.2% | +4.7% | +7.3% |
| YTD | +25.1% | +14.2% | +11.0% | +22.6% |
| 1Y | +29.3% | +27.4% | +1.9% | +24.8% |
| 3Y | -20.3% | +187.6% | -207.9% | -31.4% |
| 5Y | -3.6% | +65.7% | -69.3% | -11.3% |
| All | -3.6% | +66.0% | -69.6% | -11.3% |
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