+3.5%
UNH vs CG
+5.5%
-2.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.0% | +2.1% | -1.5% |
| 7D | -1.7% | -6.4% | +4.8% | -1.0% |
| 30D | -3.8% | -7.1% | +3.2% | -3.2% |
| 3M | -4.3% | -1.6% | -2.7% | -4.3% |
| 6M | +38.6% | -8.3% | +47.0% | +39.4% |
| YTD | +20.7% | -23.8% | +44.5% | +23.5% |
| 1Y | +16.0% | -28.7% | +44.7% | +19.2% |
| 3Y | -13.5% | +49.2% | -62.6% | -19.2% |
| 5Y | +3.5% | +5.5% | -2.0% | -2.3% |
| All | +3.5% | +5.5% | -2.0% | -2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 5y: compounded portfolio wealth divided by compounded CG 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…
5y analysis · Full analysis span regression · 6 months rolling