+10.1%
UNH vs CDE
+40.5%
-30.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.2% | -3.5% | -2.4% |
| 7D | -4.5% | -3.1% | -1.4% | -4.4% |
| 30D | -6.5% | +9.5% | -16.0% | -7.2% |
| 3M | -6.0% | +25.5% | -31.5% | -7.9% |
| 6M | +33.7% | -7.9% | +41.6% | +33.4% |
| YTD | +16.4% | +15.6% | +0.8% | +13.2% |
| 1Y | +10.1% | +34.0% | -24.0% | +5.9% |
| All | +10.1% | +40.5% | -30.5% | +5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CDE.
Daily Out/Under-Performance
Portfolio return minus CDE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDE 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 1y: compounded portfolio wealth divided by compounded CDE 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…
1y analysis · Full analysis span regression · 6 months rolling