-20.9%
UNH vs CEG
+130.7%
-151.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.6% | -3.1% | -0.5% |
| 7D | -1.6% | +11.8% | -13.4% | -1.2% |
| 30D | +6.5% | -6.5% | +13.0% | +6.3% |
| 3M | +0.8% | -1.2% | +2.0% | +0.8% |
| 6M | +6.1% | -8.0% | +14.1% | +6.0% |
| YTD | +24.5% | -21.9% | +46.4% | +23.9% |
| 1Y | +26.3% | -21.4% | +47.8% | +25.9% |
| All | -20.9% | +130.7% | -151.7% | -12.0% |
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