+136,006.1%
UNH vs CL
+4,870.0%
+131,136.1%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.5% | -0.3% |
| 7D | +1.1% | -2.2% | +3.2% | +2.0% |
| 30D | -3.8% | -4.8% | +1.1% | -1.7% |
| 3M | +0.7% | +4.9% | -4.2% | -1.7% |
| 6M | +37.9% | -5.7% | +43.6% | +40.4% |
| YTD | +21.9% | +14.4% | +7.6% | +13.6% |
| 1Y | +31.4% | +8.7% | +22.6% | +24.8% |
| 3Y | -11.4% | +30.0% | -41.4% | -23.6% |
| 5Y | +2.5% | +28.4% | -25.8% | -11.5% |
| 10Y | +242.9% | +50.1% | +192.8% | +172.5% |
| All | +136,006.1% | +4,870.0% | +131,136.1% | +13,370.4% |
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