+5,096.1%
UNH vs CRL
+1,379.5%
+3,716.6%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.7% | -0.6% |
| 7D | +1.1% | -1.0% | +2.1% | +1.3% |
| 30D | -3.8% | +10.7% | -14.4% | -6.0% |
| 3M | +0.7% | +55.3% | -54.5% | -9.2% |
| 6M | +37.9% | +60.7% | -22.8% | +22.3% |
| YTD | +21.9% | +44.6% | -22.7% | +10.4% |
| 1Y | +31.4% | +77.7% | -46.4% | +13.0% |
| 3Y | -11.4% | +37.6% | -49.0% | -23.2% |
| 5Y | +2.5% | -35.8% | +38.4% | +4.4% |
| 10Y | +242.9% | +241.7% | +1.1% | +122.2% |
| All | +5,096.1% | +1,379.5% | +3,716.6% | +2,648.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling