+32.5%
UNH vs CIFR
+60.2%
-27.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.7% | +4.5% | -1.2% |
| 7D | -3.2% | -8.2% | +5.1% | -3.1% |
| 30D | -3.5% | -7.4% | +3.9% | -3.4% |
| 3M | -4.2% | -24.2% | +20.0% | -4.1% |
| 6M | +38.3% | +14.2% | +24.1% | +38.1% |
| YTD | +19.2% | +8.0% | +11.2% | +19.0% |
| 1Y | +15.0% | +55.5% | -40.5% | +14.6% |
| 3Y | -14.5% | +429.6% | -444.1% | -14.2% |
| 5Y | +4.6% | +20.8% | -16.2% | +8.4% |
| All | +32.5% | +60.2% | -27.7% | +30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CIFR.
Daily Out/Under-Performance
Portfolio return minus CIFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CIFR 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 10y: compounded portfolio wealth divided by compounded CIFR 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…
10y analysis · Full analysis span regression · 6 months rolling