+96.4%
UNH vs CLBK
+66.9%
+29.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.1% |
| 7D | +1.1% | +1.1% | 0.0% | +0.9% |
| 30D | -1.5% | +7.8% | -9.3% | -3.4% |
| 3M | -0.8% | +23.9% | -24.7% | -6.3% |
| 6M | +41.8% | +42.3% | -0.5% | +29.1% |
| YTD | +23.1% | +65.4% | -42.3% | +7.4% |
| 1Y | +28.5% | +70.3% | -41.8% | +11.1% |
| 3Y | -11.8% | +54.5% | -66.2% | -23.9% |
| 5Y | +5.3% | +43.1% | -37.8% | -13.3% |
| All | +96.4% | +66.9% | +29.5% | +43.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling