+231.0%
UNH vs CL
+76.2%
+154.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.5% | +0.3% |
| 7D | -0.7% | +0.5% | -1.2% | -1.0% |
| 30D | +4.8% | +11.6% | -6.8% | -0.2% |
| 3M | -1.7% | +5.6% | -7.3% | -4.2% |
| 6M | +5.9% | +13.2% | -7.3% | -0.2% |
| YTD | +22.8% | +26.9% | -4.1% | +8.6% |
| 1Y | +25.9% | +27.3% | -1.4% | +11.1% |
| 3Y | -21.4% | +39.7% | -61.2% | -36.0% |
| 5Y | -6.3% | +41.3% | -47.6% | -24.9% |
| 10Y | +231.0% | +76.3% | +154.7% | +137.9% |
| All | +231.0% | +76.2% | +154.8% | +137.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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