+228.4%
UNH vs COR
+406.5%
-178.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.2% | -2.6% | -2.4% |
| 7D | -4.5% | -2.8% | -1.7% | -3.5% |
| 30D | -6.5% | +2.6% | -9.1% | -7.4% |
| 3M | -6.0% | +14.5% | -20.5% | -11.1% |
| 6M | +33.7% | -7.8% | +41.5% | +36.1% |
| YTD | +16.4% | -4.2% | +20.6% | +16.0% |
| 1Y | +10.1% | +7.0% | +3.1% | +4.2% |
| 3Y | -16.3% | +85.5% | -101.8% | -38.6% |
| 5Y | +2.1% | +181.2% | -179.1% | -37.7% |
| All | +228.4% | +406.5% | -178.1% | +70.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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