+1,157.1%
CAT vs UNH
+242.5%
+914.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.3% |
| 7D | +2.9% | -1.7% | +4.6% | +3.4% |
| 30D | -2.6% | -3.8% | +1.2% | -1.7% |
| 3M | -10.7% | -4.3% | -6.4% | -9.9% |
| 6M | +16.1% | +38.6% | -22.5% | +5.7% |
| YTD | +43.2% | +20.7% | +22.6% | +34.0% |
| 1Y | +96.8% | +16.0% | +80.8% | +85.6% |
| 3Y | +201.4% | -13.5% | +214.8% | +190.8% |
| 5Y | +332.7% | +3.5% | +329.2% | +275.8% |
| 10Y | +1,157.1% | +245.3% | +911.8% | +599.8% |
| All | +1,157.1% | +242.5% | +914.6% | +599.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UNH.
Daily Out/Under-Performance
Portfolio return minus UNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UNH 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 UNH 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