-13.2%
UNH vs CEG
+175.4%
-188.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.2% | -2.0% |
| 7D | -1.7% | +1.3% | -3.0% | -1.6% |
| 30D | -3.8% | +8.8% | -12.7% | -3.6% |
| 3M | -4.3% | +17.0% | -21.3% | -3.7% |
| 6M | +38.6% | -8.7% | +47.3% | +38.6% |
| YTD | +20.7% | -16.4% | +37.1% | +20.3% |
| 1Y | +16.0% | -1.8% | +17.8% | +16.5% |
| All | -13.2% | +175.4% | -188.6% | -4.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling