-21.9%
UNH vs CRBG
+117.3%
-139.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.4% | -3.8% | -2.5% |
| 7D | -4.5% | +0.6% | -5.1% | -4.6% |
| 30D | -6.5% | +2.6% | -9.2% | -6.9% |
| 3M | -6.0% | +24.0% | -30.0% | -8.4% |
| 6M | +33.7% | +50.5% | -16.9% | +26.9% |
| YTD | +16.4% | +17.1% | -0.7% | +13.7% |
| 1Y | +10.1% | +5.9% | +4.2% | +8.5% |
| 3Y | -16.3% | +122.7% | -139.0% | -26.9% |
| All | -21.9% | +117.3% | -139.2% | -31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 CRBG 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