-6.9%
UNH vs CEG
+717.3%
-724.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.9% | -5.8% | -1.0% |
| 7D | +1.1% | +8.0% | -7.0% | +0.9% |
| 30D | -3.8% | +12.9% | -16.7% | -4.0% |
| 3M | +0.7% | +13.2% | -12.4% | +0.5% |
| 6M | +37.9% | -7.0% | +44.9% | +38.1% |
| YTD | +21.9% | -15.0% | +36.9% | +22.3% |
| 1Y | +31.4% | -2.7% | +34.1% | +31.2% |
| 3Y | -11.4% | +184.1% | -195.5% | -22.0% |
| All | -6.9% | +717.3% | -724.2% | -29.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling