+16.0%
UNH vs CI
-6.0%
+22.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.8% | -2.8% | -2.3% |
| 7D | -1.7% | -1.1% | -0.5% | -1.2% |
| 30D | -3.8% | +0.5% | -4.3% | -4.0% |
| 3M | -4.3% | -5.2% | +0.9% | -2.5% |
| 6M | +38.6% | +4.3% | +34.3% | +35.7% |
| YTD | +20.7% | +2.8% | +17.9% | +19.4% |
| 1Y | +16.0% | -5.8% | +21.8% | +18.1% |
| All | +16.0% | -6.0% | +22.0% | +18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 1y: compounded portfolio wealth divided by compounded CI 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…
1y analysis · Full analysis span regression · 6 months rolling