+2.8%
UNH vs CIFR
-66.5%
+69.3%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| 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% | +2.8% |
| 3M | +2.7% | -58.7% | +61.5% | +2.7% |
| 6M | +2.8% | -67.7% | +70.5% | +3.3% |
| All | +2.8% | -66.5% | +69.3% | +3.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling