+228.4%
UNH vs CRS
+1,392.1%
-1,163.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.1% | -1.2% | -2.2% |
| 7D | -4.5% | -6.8% | +2.2% | -3.6% |
| 30D | -6.5% | -16.1% | +9.6% | -4.2% |
| 3M | -6.0% | -21.2% | +15.2% | -3.1% |
| 6M | +33.7% | +8.7% | +25.0% | +30.7% |
| YTD | +16.4% | +41.0% | -24.6% | +9.2% |
| 1Y | +10.1% | +82.7% | -72.6% | -1.4% |
| 3Y | -16.3% | +604.8% | -621.1% | -42.2% |
| 5Y | +2.1% | +1,384.7% | -1,382.6% | -41.2% |
| All | +228.4% | +1,392.1% | -1,163.7% | +73.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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