+139,595.8%
UNH vs CLF
+737.5%
+138,858.3%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.9% | -3.0% | +1.3% |
| 7D | +0.2% | -9.1% | +9.2% | +1.1% |
| 30D | +6.8% | -0.9% | +7.7% | +6.4% |
| 3M | -0.3% | +3.0% | -3.2% | -1.3% |
| 6M | +7.9% | +16.7% | -8.8% | +4.3% |
| YTD | +25.1% | -3.2% | +28.3% | +22.4% |
| 1Y | +29.3% | +24.6% | +4.7% | +22.6% |
| 3Y | -20.3% | -22.3% | +2.0% | -23.6% |
| 5Y | -3.6% | -41.2% | +37.6% | -7.5% |
| 10Y | +227.5% | +83.5% | +143.9% | +142.6% |
| All | +139,595.8% | +737.5% | +138,858.3% | +57,952.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling