+2.9%
UNH vs CSGP
-64.7%
+67.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.5% | -0.7% |
| 7D | +1.1% | -4.1% | +5.1% | +1.5% |
| 30D | -3.8% | +2.3% | -6.1% | -4.1% |
| 3M | +0.7% | -8.2% | +8.9% | +1.3% |
| 6M | +37.9% | -35.1% | +72.9% | +43.5% |
| YTD | +21.9% | -54.0% | +76.0% | +32.1% |
| 1Y | +31.4% | -65.3% | +96.7% | +47.6% |
| 3Y | -11.4% | -62.6% | +51.2% | -2.9% |
| All | +2.9% | -64.7% | +67.6% | +10.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling