+228.4%
UNH vs CLX
-3.7%
+232.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.1% | -1.2% | -2.2% |
| 7D | -4.5% | -5.7% | +1.2% | -3.5% |
| 30D | -6.5% | -17.0% | +10.5% | -3.3% |
| 3M | -6.0% | -9.7% | +3.7% | -4.5% |
| 6M | +33.7% | -19.8% | +53.5% | +38.6% |
| YTD | +16.4% | -9.8% | +26.2% | +17.5% |
| 1Y | +10.1% | -26.2% | +36.2% | +15.8% |
| 3Y | -16.3% | -36.2% | +19.9% | -10.1% |
| 5Y | +2.1% | -38.3% | +40.4% | +8.7% |
| All | +228.4% | -3.7% | +232.1% | +225.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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