-1.1%
UNH vs CRL
-12.1%
+11.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.7% |
| 7D | +3.4% | +0.1% | +3.2% | +3.3% |
| 30D | +3.0% | +11.9% | -8.9% | +1.7% |
| 3M | +2.7% | +20.2% | -17.4% | +0.6% |
| 6M | +2.8% | +107.5% | -104.8% | -4.8% |
| YTD | +25.9% | +69.4% | -43.6% | +18.5% |
| 1Y | +25.8% | +99.7% | -73.9% | +16.7% |
| 3Y | -20.0% | +98.8% | -118.8% | -26.6% |
| All | -1.1% | -12.1% | +11.0% | +3.2% |
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