+17,762.7%
UNH vs CB
+6,559.4%
+11,203.2%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.3% |
| 7D | +1.1% | +0.5% | +0.6% | +0.9% |
| 30D | -3.8% | -3.1% | -0.7% | -2.8% |
| 3M | +0.7% | +9.0% | -8.2% | -2.2% |
| 6M | +37.9% | +2.9% | +35.0% | +36.2% |
| YTD | +21.9% | +10.1% | +11.8% | +17.6% |
| 1Y | +31.4% | +22.8% | +8.6% | +22.2% |
| 3Y | -11.4% | +73.8% | -85.2% | -27.2% |
| 5Y | +2.5% | +99.2% | -96.6% | -20.0% |
| 10Y | +242.9% | +218.2% | +24.6% | +125.5% |
| All | +17,762.7% | +6,559.4% | +11,203.2% | +5,304.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling