+134,607.8%
UNH vs CAH
+14,635.5%
+119,972.3%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.9% |
| 7D | -1.7% | -2.2% | +0.6% | -0.9% |
| 30D | -3.8% | +1.2% | -5.0% | -4.3% |
| 3M | -4.3% | +13.1% | -17.4% | -8.3% |
| 6M | +38.6% | +8.5% | +30.2% | +34.2% |
| YTD | +20.7% | +17.6% | +3.1% | +12.9% |
| 1Y | +16.0% | +60.7% | -44.7% | -3.4% |
| 3Y | -13.5% | +183.2% | -196.6% | -41.7% |
| 5Y | +3.5% | +402.2% | -398.7% | -43.5% |
| 10Y | +245.3% | +302.3% | -57.0% | +90.4% |
| All | +134,607.8% | +14,635.5% | +119,972.3% | +18,888.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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