+39.9%
UNH vs CIFR
-31.1%
+70.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.1% | +4.6% | +0.6% |
| 7D | +3.4% | +4.8% | -1.4% | +3.4% |
| 30D | +3.0% | -31.0% | +34.0% | +3.0% |
| 3M | +2.7% | -58.7% | +61.5% | +2.9% |
| 6M | +2.8% | -67.7% | +70.5% | +3.0% |
| YTD | +25.9% | -53.5% | +79.4% | +25.8% |
| 1Y | +25.8% | -54.1% | +79.9% | +25.7% |
| 3Y | -20.0% | +138.2% | -158.2% | -19.6% |
| 5Y | -2.8% | -18.5% | +15.7% | +1.0% |
| All | +39.9% | -31.1% | +70.9% | +38.1% |
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