+3.5%
UNH vs CLS
+3,586.2%
-3,582.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.1% | -3.0% | -1.9% |
| 7D | -1.7% | +20.1% | -21.8% | -1.3% |
| 30D | -3.8% | +6.0% | -9.9% | -3.7% |
| 3M | -4.3% | -10.3% | +6.0% | -4.4% |
| 6M | +38.6% | +24.5% | +14.1% | +39.6% |
| YTD | +20.7% | +12.9% | +7.8% | +21.4% |
| 1Y | +16.0% | +36.7% | -20.7% | +17.2% |
| 3Y | -13.5% | +1,328.1% | -1,341.6% | -19.4% |
| 5Y | +3.5% | +3,682.3% | -3,678.8% | -14.8% |
| All | +3.5% | +3,586.2% | -3,582.7% | -14.8% |
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