+11.8%
CRM vs UNH
-16.8%
+28.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.4% | +4.3% | +2.1% |
| 7D | -4.4% | -4.5% | +0.1% | -4.1% |
| 30D | +28.1% | -6.5% | +34.7% | +28.8% |
| 3M | +48.8% | -6.0% | +54.8% | +49.6% |
| 6M | +28.3% | +33.7% | -5.4% | +24.2% |
| YTD | -6.0% | +16.4% | -22.4% | -8.0% |
| 1Y | +1.4% | +10.1% | -8.6% | -0.2% |
| 3Y | +11.8% | -16.3% | +28.2% | +10.5% |
| All | +11.8% | -16.8% | +28.6% | +10.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling