-20.0%
UNH vs CIFR
+129.4%
-149.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.1% | +4.6% | +0.6% |
| 7D | +3.4% | +4.8% | -1.4% | +3.3% |
| 30D | +3.0% | -31.0% | +34.0% | +3.3% |
| 3M | +2.7% | -58.7% | +61.5% | +3.7% |
| 6M | +2.8% | -67.7% | +70.5% | +3.8% |
| YTD | +25.9% | -53.5% | +79.4% | +25.7% |
| 1Y | +25.8% | -54.1% | +79.9% | +25.5% |
| 3Y | -20.0% | +138.2% | -158.2% | -22.8% |
| All | -20.0% | +129.4% | -149.5% | -22.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling