+137,274.1%
UNH vs CRS
+9,808.7%
+127,465.4%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.5% | +4.5% | +1.6% |
| 7D | +1.1% | -3.1% | +4.2% | +1.7% |
| 30D | -1.5% | -19.6% | +18.1% | +2.3% |
| 3M | -0.8% | -8.1% | +7.2% | +0.1% |
| 6M | +41.8% | +18.6% | +23.2% | +35.8% |
| YTD | +23.1% | +45.9% | -22.8% | +13.0% |
| 1Y | +28.5% | +82.5% | -54.0% | +12.2% |
| 3Y | -11.8% | +648.9% | -660.7% | -43.6% |
| 5Y | +5.3% | +1,438.1% | -1,432.8% | -44.2% |
| 10Y | +247.4% | +1,327.0% | -1,079.5% | +66.8% |
| All | +137,274.1% | +9,808.7% | +127,465.4% | +36,201.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling