-20.5%
UNH vs CART
+133.8%
-154.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.6% |
| 7D | +2.4% | +1.2% | +1.2% | +2.3% |
| 30D | +7.2% | +17.8% | -10.5% | +6.3% |
| 3M | +0.5% | +20.7% | -20.2% | -0.6% |
| 6M | +3.4% | +49.7% | -46.3% | +1.1% |
| YTD | +25.2% | +30.0% | -4.9% | +22.4% |
| 1Y | +22.7% | +48.4% | -25.7% | +19.6% |
| All | -20.5% | +133.8% | -154.3% | -22.0% |
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