+136,006.1%
UNH vs CAG
+604.9%
+135,401.2%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | -0.1% | -0.7% |
| 7D | +1.1% | -3.8% | +4.9% | +2.2% |
| 30D | -3.8% | +3.1% | -6.9% | -4.8% |
| 3M | +0.7% | +23.5% | -22.7% | -5.7% |
| 6M | +37.9% | -14.8% | +52.7% | +43.3% |
| YTD | +21.9% | -5.4% | +27.4% | +22.3% |
| 1Y | +31.4% | -11.8% | +43.2% | +34.2% |
| 3Y | -11.4% | -36.7% | +25.3% | -1.5% |
| 5Y | +2.5% | -40.3% | +42.8% | +15.2% |
| 10Y | +242.9% | -37.0% | +279.9% | +257.5% |
| All | +136,006.1% | +604.9% | +135,401.2% | +47,404.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling