+247.4%
UNH vs CL
+51.8%
+195.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.1% |
| 7D | +1.1% | -1.4% | +2.5% | +1.7% |
| 30D | -1.5% | -5.2% | +3.7% | +0.8% |
| 3M | -0.8% | +3.3% | -4.2% | -2.5% |
| 6M | +41.8% | -4.4% | +46.2% | +43.7% |
| YTD | +23.1% | +13.9% | +9.2% | +14.2% |
| 1Y | +28.5% | +7.6% | +20.9% | +22.3% |
| 3Y | -11.8% | +29.6% | -41.3% | -26.1% |
| 5Y | +5.3% | +28.1% | -22.7% | -11.9% |
| 10Y | +247.4% | +53.4% | +194.1% | +167.8% |
| All | +247.4% | +51.8% | +195.6% | +167.8% |
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