-0.5%
UNH vs CLBK
+43.5%
-44.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.3% | -2.4% |
| 7D | -4.5% | -1.5% | -3.1% | -4.4% |
| 30D | -6.5% | -1.0% | -5.5% | -6.4% |
| 3M | -6.0% | +22.9% | -28.9% | -8.4% |
| 6M | +33.7% | +44.2% | -10.5% | +27.8% |
| YTD | +16.4% | +64.0% | -47.6% | +9.4% |
| 1Y | +10.1% | +65.7% | -55.6% | +3.3% |
| 3Y | -16.3% | +54.1% | -70.4% | -21.5% |
| All | -0.5% | +43.5% | -44.0% | -9.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling