+227.5%
UNH vs CSGP
+61.5%
+166.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.9% | +4.8% | +2.5% |
| 7D | +0.2% | -3.2% | +3.3% | +0.8% |
| 30D | +6.8% | +2.2% | +4.6% | +5.7% |
| 3M | -0.3% | -3.7% | +3.4% | -0.5% |
| 6M | +7.9% | -7.4% | +15.3% | +8.1% |
| YTD | +25.1% | -54.9% | +80.0% | +46.8% |
| 1Y | +29.3% | -54.9% | +84.2% | +51.6% |
| 3Y | -20.3% | -61.9% | +41.6% | -5.3% |
| 5Y | -3.6% | -63.1% | +59.5% | +12.7% |
| 10Y | +227.5% | +65.1% | +162.3% | +176.9% |
| All | +227.5% | +61.5% | +166.0% | +176.9% |
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