+135,813.2%
UNH vs CL
+5,337.0%
+130,476.2%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | +0.5% |
| 7D | -3.2% | +1.3% | -4.5% | -3.8% |
| 30D | +4.8% | +11.4% | -6.5% | 0.0% |
| 3M | -1.8% | +4.4% | -6.3% | -3.8% |
| 6M | +8.6% | +10.8% | -2.2% | +3.3% |
| YTD | +21.8% | +25.1% | -3.4% | +9.0% |
| 1Y | +25.8% | +28.0% | -2.1% | +11.4% |
| 3Y | -21.3% | +37.6% | -58.9% | -33.8% |
| 5Y | -5.3% | +39.7% | -45.1% | -21.3% |
| 10Y | +238.1% | +75.8% | +162.3% | +150.8% |
| All | +135,813.2% | +5,337.0% | +130,476.2% | +12,824.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling