+216.1%
UNH vs CB
+250.2%
-34.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.1% |
| 7D | +3.4% | +2.9% | +0.4% | +2.1% |
| 30D | +3.0% | +7.3% | -4.3% | -0.1% |
| 3M | +2.7% | +9.4% | -6.7% | -1.2% |
| 6M | +2.8% | +19.6% | -16.9% | -5.2% |
| YTD | +25.9% | +21.5% | +4.4% | +14.9% |
| 1Y | +25.8% | +28.0% | -2.2% | +12.2% |
| 3Y | -20.0% | +74.9% | -94.9% | -39.2% |
| 5Y | -2.8% | +108.1% | -111.0% | -33.1% |
| All | +216.1% | +250.2% | -34.2% | +65.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 10y: compounded portfolio wealth divided by compounded CB 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…
10y analysis · Full analysis span regression · 6 months rolling