+216.1%
UNH vs CRL
+350.3%
-134.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.8% |
| 7D | +3.4% | +0.1% | +3.2% | +3.3% |
| 30D | +3.0% | +11.9% | -8.9% | 0.0% |
| 3M | +2.7% | +20.2% | -17.4% | -2.1% |
| 6M | +2.8% | +107.5% | -104.8% | -14.1% |
| YTD | +25.9% | +69.4% | -43.6% | +9.3% |
| 1Y | +25.8% | +99.7% | -73.9% | +5.0% |
| 3Y | -20.0% | +98.8% | -118.8% | -37.3% |
| 5Y | -2.8% | -12.4% | +9.6% | -1.5% |
| All | +216.1% | +350.3% | -134.2% | +64.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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