+29.8%
UNH vs CAI
-11.0%
+40.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.3% | -1.2% |
| 7D | -3.2% | -5.1% | +1.9% | -2.9% |
| 30D | -3.5% | +3.9% | -7.3% | -3.7% |
| 3M | -4.2% | +40.1% | -44.3% | -6.4% |
| 6M | +38.3% | +29.7% | +8.6% | +34.4% |
| YTD | +19.2% | -10.9% | +30.1% | +19.6% |
| 1Y | +15.0% | -28.0% | +43.0% | +17.4% |
| All | +29.8% | -11.0% | +40.7% | +27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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