+6,213.8%
UNH vs CSGP
+3,294.4%
+2,919.3%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.7% | +4.3% | +0.2% |
| 7D | -3.2% | +1.3% | -4.4% | -3.4% |
| 30D | +4.8% | +10.7% | -5.9% | +3.0% |
| 3M | -1.8% | +3.3% | -5.1% | -2.9% |
| 6M | +8.6% | -10.3% | +18.9% | +9.2% |
| YTD | +21.8% | -54.6% | +76.3% | +33.3% |
| 1Y | +25.8% | -54.6% | +80.5% | +37.8% |
| 3Y | -21.3% | -60.3% | +39.0% | -13.4% |
| 5Y | -5.3% | -63.3% | +58.0% | +3.8% |
| 10Y | +238.1% | +66.5% | +171.6% | +206.3% |
| All | +6,213.8% | +3,294.4% | +2,919.3% | +4,087.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling