+446.4%
UNH vs CFG
+396.4%
+50.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.9% | -0.9% |
| 7D | +1.1% | +1.5% | -0.5% | +0.7% |
| 30D | -3.8% | -3.8% | 0.0% | -2.9% |
| 3M | +0.7% | +11.5% | -10.7% | -1.9% |
| 6M | +37.9% | +19.2% | +18.7% | +31.9% |
| YTD | +21.9% | +23.7% | -1.8% | +15.3% |
| 1Y | +31.4% | +38.8% | -7.5% | +20.6% |
| 3Y | -11.4% | +178.9% | -190.3% | -33.5% |
| 5Y | +2.5% | +101.8% | -99.3% | -18.9% |
| 10Y | +242.9% | +317.3% | -74.4% | +95.0% |
| All | +446.4% | +396.4% | +50.0% | +194.9% |
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