-9.0%
UNH vs CEG
+681.8%
-690.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.7% | +1.5% | -1.2% |
| 7D | -3.2% | +0.3% | -3.5% | -3.2% |
| 30D | -3.5% | +2.9% | -6.4% | -3.5% |
| 3M | -4.2% | +18.2% | -22.4% | -4.5% |
| 6M | +38.3% | -9.5% | +47.8% | +38.5% |
| YTD | +19.2% | -18.7% | +37.9% | +19.6% |
| 1Y | +15.0% | -10.1% | +25.1% | +15.0% |
| 3Y | -14.5% | +168.3% | -182.9% | -24.6% |
| All | -9.0% | +681.8% | -690.7% | -31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CEG.
Daily Out/Under-Performance
Portfolio return minus CEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CEG 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 CEG 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