+85.7%
UNH vs CLBK
+65.5%
+20.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.3% | -2.3% |
| 7D | -4.5% | -1.5% | -3.1% | -4.2% |
| 30D | -6.5% | -1.0% | -5.5% | -6.3% |
| 3M | -6.0% | +22.9% | -28.9% | -11.0% |
| 6M | +33.7% | +44.2% | -10.5% | +21.3% |
| YTD | +16.4% | +64.0% | -47.6% | +1.8% |
| 1Y | +10.1% | +65.7% | -55.6% | -4.2% |
| 3Y | -16.3% | +54.1% | -70.4% | -27.8% |
| 5Y | +2.1% | +44.7% | -42.6% | -16.6% |
| All | +85.7% | +65.5% | +20.3% | +36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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