-3.6%
UNH vs CSGP
-63.2%
+59.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | -1.6% | -7.1% | +5.5% | -0.9% |
| 30D | +6.5% | +3.6% | +2.8% | +5.9% |
| 3M | +0.8% | -2.7% | +3.5% | +0.7% |
| 6M | +6.1% | -8.0% | +14.1% | +6.3% |
| YTD | +24.5% | -55.0% | +79.5% | +34.6% |
| 1Y | +26.3% | -55.8% | +82.1% | +36.9% |
| 3Y | -20.7% | -62.0% | +41.3% | -13.7% |
| 5Y | -3.6% | -62.9% | +59.4% | +7.6% |
| All | -3.6% | -63.2% | +59.7% | +7.6% |
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