+12,778.3%
UNH vs CCI
+905.5%
+11,872.8%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +0.9% | -0.7% |
| 7D | +1.1% | -0.4% | +1.5% | +1.1% |
| 30D | -3.8% | +2.7% | -6.5% | -4.1% |
| 3M | +0.7% | -18.2% | +18.9% | +3.1% |
| 6M | +37.9% | -14.8% | +52.7% | +40.2% |
| YTD | +21.9% | -12.6% | +34.5% | +23.5% |
| 1Y | +31.4% | -16.7% | +48.1% | +33.8% |
| 3Y | -11.4% | -10.5% | -0.9% | -11.4% |
| 5Y | +2.5% | -51.4% | +53.9% | +10.0% |
| 10Y | +242.9% | +20.0% | +222.8% | +233.4% |
| All | +12,778.3% | +905.5% | +11,872.8% | +10,731.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling