+216.1%
UNH vs CSGP
+65.8%
+150.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.9% | -2.3% | 0.0% |
| 7D | +3.4% | +1.3% | +2.0% | +3.1% |
| 30D | +3.0% | +2.8% | +0.2% | +1.8% |
| 3M | +2.7% | -6.3% | +9.1% | +3.3% |
| 6M | +2.8% | -3.2% | +5.9% | +2.0% |
| YTD | +25.9% | -54.0% | +79.8% | +46.9% |
| 1Y | +25.8% | -54.8% | +80.6% | +47.4% |
| 3Y | -20.0% | -60.6% | +40.5% | -5.8% |
| 5Y | -2.8% | -62.6% | +59.8% | +13.4% |
| All | +216.1% | +65.8% | +150.2% | +178.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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