+210.1%
CAT vs UNH
-5.9%
+216.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.9% | +6.3% | +7.1% |
| 7D | -2.4% | -0.7% | -1.7% | -2.3% |
| 30D | -25.0% | +4.8% | -29.8% | -25.3% |
| 3M | -28.7% | -1.7% | -27.0% | -28.7% |
| 6M | -33.0% | +5.9% | -38.9% | -33.4% |
| YTD | +5.4% | +22.8% | -17.4% | +2.8% |
| 1Y | +7.3% | +25.9% | -18.6% | +4.4% |
| 3Y | +166.0% | -21.4% | +187.5% | +168.6% |
| 5Y | +210.1% | -6.3% | +216.4% | +194.7% |
| All | +210.1% | -5.9% | +216.0% | +194.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling