+3.5%
UNH vs CCI
-51.2%
+54.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.8% |
| 7D | -1.7% | -0.3% | -1.4% | -1.6% |
| 30D | -3.8% | +2.1% | -6.0% | -4.2% |
| 3M | -4.3% | -17.8% | +13.6% | -1.4% |
| 6M | +38.6% | -14.2% | +52.8% | +41.5% |
| YTD | +20.7% | -13.3% | +34.0% | +22.8% |
| 1Y | +16.0% | -16.6% | +32.6% | +18.7% |
| 3Y | -13.5% | -10.8% | -2.7% | -14.4% |
| 5Y | +3.5% | -50.3% | +53.8% | +24.0% |
| All | +3.5% | -51.2% | +54.7% | +24.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling