+35.5%
UNH vs CIFR
+78.3%
-42.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.1% | -3.1% | -1.0% |
| 7D | +1.1% | +16.9% | -15.9% | +1.0% |
| 30D | -3.8% | -5.2% | +1.4% | -3.8% |
| 3M | +0.7% | -30.6% | +31.3% | +0.8% |
| 6M | +37.9% | +10.6% | +27.3% | +37.7% |
| YTD | +21.9% | +20.2% | +1.7% | +21.6% |
| 1Y | +31.4% | +139.7% | -108.4% | +30.8% |
| 3Y | -11.4% | +489.4% | -500.8% | -11.1% |
| 5Y | +2.5% | +54.4% | -51.9% | +6.1% |
| All | +35.5% | +78.3% | -42.8% | +33.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling