+236.3%
UNH vs CRL
+249.3%
-13.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -0.8% |
| 7D | -3.2% | -6.9% | +3.8% | -1.6% |
| 30D | -3.5% | -3.2% | -0.3% | -2.8% |
| 3M | -4.2% | +46.5% | -50.7% | -12.7% |
| 6M | +38.3% | +63.1% | -24.8% | +21.9% |
| YTD | +19.2% | +36.9% | -17.6% | +9.1% |
| 1Y | +15.0% | +78.1% | -63.2% | -1.5% |
| 3Y | -14.5% | +36.7% | -51.2% | -25.9% |
| 5Y | +4.6% | -38.1% | +42.7% | +17.7% |
| All | +236.3% | +249.3% | -13.0% | +81.0% |
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