+228.4%
UNH vs CAG
-36.2%
+264.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.7% | -2.2% |
| 7D | -4.5% | -5.7% | +1.1% | -3.4% |
| 30D | -6.5% | -2.4% | -4.1% | -6.1% |
| 3M | -6.0% | +9.8% | -15.8% | -8.0% |
| 6M | +33.7% | -10.8% | +44.5% | +36.2% |
| YTD | +16.4% | -10.8% | +27.2% | +18.0% |
| 1Y | +10.1% | -19.0% | +29.0% | +13.8% |
| 3Y | -16.3% | -39.7% | +23.4% | -8.6% |
| 5Y | +2.1% | -43.0% | +45.1% | +12.6% |
| All | +228.4% | -36.2% | +264.5% | +253.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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