+236.3%
UNH vs CLS
+2,968.1%
-2,731.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.3% | -1.1% |
| 7D | -3.2% | +5.0% | -8.1% | -3.4% |
| 30D | -3.5% | +4.8% | -8.2% | -3.9% |
| 3M | -4.2% | -10.4% | +6.2% | -4.0% |
| 6M | +38.3% | +20.8% | +17.5% | +34.8% |
| YTD | +19.2% | +10.0% | +9.2% | +16.3% |
| 1Y | +15.0% | +28.5% | -13.6% | +9.9% |
| 3Y | -14.5% | +1,292.2% | -1,306.7% | -44.1% |
| 5Y | +4.6% | +3,616.8% | -3,612.2% | -45.8% |
| All | +236.3% | +2,968.1% | -2,731.8% | +46.5% |
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