-14.3%
UNH vs CRS
+620.4%
-634.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -1.1% |
| 7D | -3.2% | -4.1% | +1.0% | -3.0% |
| 30D | -3.5% | -16.6% | +13.1% | -2.7% |
| 3M | -4.2% | -14.3% | +10.1% | -3.7% |
| 6M | +38.3% | +11.6% | +26.7% | +36.9% |
| YTD | +19.2% | +42.6% | -23.4% | +16.5% |
| 1Y | +15.0% | +81.8% | -66.9% | +10.9% |
| All | -14.3% | +620.4% | -634.7% | -25.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling