+4.6%
UNH vs CRL
-38.6%
+43.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -1.0% |
| 7D | -3.2% | -6.9% | +3.8% | -2.5% |
| 30D | -3.5% | -3.2% | -0.3% | -3.2% |
| 3M | -4.2% | +46.5% | -50.7% | -7.9% |
| 6M | +38.3% | +63.1% | -24.8% | +31.1% |
| YTD | +19.2% | +36.9% | -17.6% | +14.9% |
| 1Y | +15.0% | +78.1% | -63.2% | +8.2% |
| 3Y | -14.5% | +36.7% | -51.2% | -18.3% |
| 5Y | +4.6% | -38.1% | +42.7% | +11.3% |
| All | +4.6% | -38.6% | +43.2% | +11.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling