+3.5%
UNH vs CIFR
+38.5%
-35.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -8.7% | +6.8% | -1.9% |
| 7D | -1.7% | +11.3% | -13.0% | -1.7% |
| 30D | -3.8% | +3.5% | -7.3% | -3.9% |
| 3M | -4.3% | -26.6% | +22.3% | -4.2% |
| 6M | +38.6% | +18.1% | +20.5% | +38.4% |
| YTD | +20.7% | +14.5% | +6.2% | +20.4% |
| 1Y | +16.0% | +83.3% | -67.3% | +15.5% |
| 3Y | -13.5% | +461.5% | -474.9% | -13.2% |
| 5Y | +3.5% | +29.3% | -25.8% | +7.1% |
| All | +3.5% | +38.5% | -35.0% | +7.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling