+137,009.7%
UNH vs CL
+5,414.7%
+131,595.0%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.1% |
| 3M | -1.7% | +5.6% | -7.3% | -4.1% |
| 6M | +5.9% | +13.2% | -7.3% | -0.1% |
| YTD | +22.8% | +26.9% | -4.1% | +9.3% |
| 1Y | +25.9% | +27.3% | -1.4% | +11.7% |
| 3Y | -21.4% | +39.7% | -61.2% | -34.3% |
| 5Y | -6.3% | +41.3% | -47.6% | -22.5% |
| 10Y | +231.0% | +76.3% | +154.7% | +145.3% |
| All | +137,009.7% | +5,414.7% | +131,595.0% | +12,858.8% |
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 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