-3.6%
UNH vs CLS
+2,049.7%
-2,053.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +8.5% | -9.0% | -0.3% |
| 7D | -1.6% | +2.8% | -4.3% | -1.5% |
| 30D | +6.5% | -30.1% | +36.5% | +5.5% |
| 3M | +0.8% | -21.7% | +22.5% | +0.3% |
| 6M | +6.1% | -36.2% | +42.3% | +5.2% |
| YTD | +24.5% | -17.8% | +42.3% | +24.4% |
| 1Y | +26.3% | -26.8% | +53.1% | +26.1% |
| 3Y | -20.7% | +853.4% | -874.1% | -25.5% |
| 5Y | -3.6% | +2,005.0% | -2,008.6% | -20.4% |
| All | -3.6% | +2,049.7% | -2,053.3% | -20.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling