-0.5%
UNH vs COF
+44.8%
-45.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.6% | -2.9% | -2.4% |
| 7D | -4.5% | -5.1% | +0.6% | -3.9% |
| 30D | -6.5% | -6.0% | -0.5% | -5.8% |
| 3M | -6.0% | +14.8% | -20.8% | -7.7% |
| 6M | +33.7% | +15.3% | +18.3% | +30.9% |
| YTD | +16.4% | -13.0% | +29.4% | +18.0% |
| 1Y | +10.1% | -5.7% | +15.8% | +10.3% |
| 3Y | -16.3% | +118.1% | -134.4% | -25.4% |
| All | -0.5% | +44.8% | -45.3% | -7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COF.
Daily Out/Under-Performance
Portfolio return minus COF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COF 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 COF 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