+228.4%
UNH vs CCI
+23.6%
+204.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.4% | -4.7% | -3.1% |
| 7D | -4.5% | -0.3% | -4.3% | -4.5% |
| 30D | -6.5% | +2.2% | -8.8% | -7.2% |
| 3M | -6.0% | -16.9% | +10.9% | -0.8% |
| 6M | +33.7% | -11.5% | +45.2% | +37.7% |
| YTD | +16.4% | -12.8% | +29.2% | +20.0% |
| 1Y | +10.1% | -17.1% | +27.2% | +15.2% |
| 3Y | -16.3% | -9.6% | -6.7% | -18.1% |
| 5Y | +2.1% | -48.9% | +51.0% | +24.8% |
| All | +228.4% | +23.6% | +204.8% | +219.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 CCI 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