+216.1%
UNH vs CLS
+1,916.3%
-1,700.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.4% | +6.0% | +0.9% |
| 7D | +3.4% | +16.3% | -12.9% | +2.5% |
| 30D | +3.0% | -25.7% | +28.7% | +4.4% |
| 3M | +2.7% | -30.9% | +33.6% | +4.2% |
| 6M | +2.8% | -35.5% | +38.3% | +4.0% |
| YTD | +25.9% | -18.7% | +44.6% | +24.3% |
| 1Y | +25.8% | -17.9% | +43.7% | +23.6% |
| 3Y | -20.0% | +838.1% | -858.1% | -46.1% |
| 5Y | -2.8% | +1,971.9% | -1,974.7% | -45.8% |
| All | +216.1% | +1,916.3% | -1,700.2% | +39.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling