+225.1%
UNH vs CLF
+83.8%
+141.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.7% | -0.7% |
| 7D | -1.6% | +2.3% | -3.9% | -1.9% |
| 30D | +6.5% | +1.9% | +4.5% | +5.9% |
| 3M | +0.8% | +5.9% | -5.1% | -0.4% |
| 6M | +6.1% | +16.9% | -10.8% | +3.0% |
| YTD | +24.5% | -1.1% | +25.5% | +22.0% |
| 1Y | +26.3% | +28.8% | -2.5% | +20.2% |
| 3Y | -20.7% | -20.6% | -0.1% | -23.5% |
| 5Y | -3.6% | -41.5% | +37.9% | -6.3% |
| 10Y | +225.1% | +87.5% | +137.5% | +140.0% |
| All | +225.1% | +83.8% | +141.3% | +140.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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