+460.8%
UNH vs CFG
+358.5%
+102.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.7% |
| 7D | +2.4% | +1.6% | +0.8% | +2.0% |
| 30D | +7.2% | +3.3% | +4.0% | +6.4% |
| 3M | +0.5% | -11.5% | +12.0% | +3.4% |
| 6M | +3.4% | +6.2% | -2.8% | +1.7% |
| YTD | +25.2% | +14.3% | +10.9% | +20.5% |
| 1Y | +22.7% | +26.7% | -4.1% | +15.1% |
| 3Y | -20.3% | +187.8% | -208.1% | -40.6% |
| 5Y | -3.4% | +61.3% | -64.7% | -18.6% |
| 10Y | +226.8% | +217.2% | +9.6% | +100.6% |
| All | +460.8% | +358.5% | +102.4% | +208.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling