+26.7%
UNH vs CAI
-9.9%
+36.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.2% | -3.6% | -2.4% |
| 7D | -4.5% | -2.9% | -1.6% | -4.4% |
| 30D | -6.5% | +9.3% | -15.9% | -7.1% |
| 3M | -6.0% | +35.2% | -41.2% | -7.9% |
| 6M | +33.7% | +30.7% | +2.9% | +29.8% |
| YTD | +16.4% | -9.8% | +26.2% | +16.7% |
| 1Y | +10.1% | -28.9% | +38.9% | +12.7% |
| All | +26.7% | -9.9% | +36.6% | +24.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling