+27.0%
UNH vs CLS
-28.7%
+55.8%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -9.1% | +10.3% | +0.9% |
| 7D | +0.6% | -21.1% | +21.7% | -0.4% |
| 30D | +8.1% | -38.2% | +46.4% | +6.2% |
| 3M | +1.1% | -36.3% | +37.4% | -0.5% |
| 6M | +11.7% | -43.8% | +55.5% | +9.3% |
| YTD | +26.5% | -20.0% | +46.5% | +26.1% |
| 1Y | +27.0% | -29.6% | +56.6% | +26.4% |
| All | +27.0% | -28.7% | +55.8% | +26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CLS.
Daily Out/Under-Performance
Portfolio return minus CLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLS 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 CLS 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