+5,760.6%
CRM vs UNH
+1,509.5%
+4,251.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.4% | +4.3% | +2.7% |
| 7D | -4.4% | -4.5% | +0.1% | -3.0% |
| 30D | +28.1% | -6.5% | +34.7% | +30.8% |
| 3M | +48.8% | -6.0% | +54.8% | +51.5% |
| 6M | +28.3% | +33.7% | -5.4% | +15.0% |
| YTD | -6.0% | +16.4% | -22.4% | -12.7% |
| 1Y | +1.4% | +10.1% | -8.6% | -4.3% |
| 3Y | +11.8% | -16.3% | +28.2% | +9.4% |
| 5Y | -2.0% | +2.1% | -4.1% | -12.3% |
| 10Y | +239.6% | +233.1% | +6.6% | +88.9% |
| All | +5,760.6% | +1,509.5% | +4,251.1% | +1,535.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling