-21.3%
UNH vs CART
+112.9%
-134.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.4% |
| 7D | -3.2% | +3.0% | -6.1% | -3.3% |
| 30D | +4.8% | +28.6% | -23.7% | +3.5% |
| 3M | -1.8% | +29.1% | -30.9% | -3.2% |
| 6M | +8.6% | +44.7% | -36.1% | +6.3% |
| YTD | +21.8% | +29.2% | -7.5% | +19.2% |
| 1Y | +25.8% | +66.2% | -40.3% | +22.5% |
| 3Y | -21.3% | +112.8% | -134.1% | -23.1% |
| All | -21.3% | +112.9% | -134.2% | -23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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