+29.3%
UNH vs CLF
+20.2%
+9.1%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.9% | -3.0% | +1.8% |
| 7D | +0.2% | -9.1% | +9.2% | +0.2% |
| 30D | +6.8% | -0.9% | +7.7% | +6.7% |
| 3M | -0.3% | +3.0% | -3.2% | -0.5% |
| 6M | +7.9% | +16.7% | -8.8% | +7.3% |
| YTD | +25.1% | -3.2% | +28.3% | +24.2% |
| 1Y | +29.3% | +24.6% | +4.7% | +19.8% |
| All | +29.3% | +20.2% | +9.1% | +19.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling