+6,421.3%
UNH vs CLS
+3,265.4%
+3,155.9%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.8% | -1.0% |
| 7D | +1.1% | +4.6% | -3.5% | +0.6% |
| 30D | -3.8% | -13.9% | +10.1% | -2.8% |
| 3M | +0.7% | -26.6% | +27.3% | +2.7% |
| 6M | +37.9% | +15.4% | +22.5% | +33.7% |
| YTD | +21.9% | +5.7% | +16.3% | +18.5% |
| 1Y | +31.4% | +41.1% | -9.7% | +22.9% |
| 3Y | -11.4% | +1,228.6% | -1,240.0% | -38.6% |
| 5Y | +2.5% | +3,240.6% | -3,238.1% | -37.6% |
| 10Y | +242.9% | +2,760.3% | -2,517.5% | +102.0% |
| All | +6,421.3% | +3,265.4% | +3,155.9% | +2,119.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling