-20.5%
UNH vs CME
+64.7%
-85.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.7% | +0.6% |
| 7D | +2.4% | +2.7% | -0.3% | +2.2% |
| 30D | +7.2% | +13.5% | -6.2% | +6.4% |
| 3M | +0.5% | +20.9% | -20.4% | -0.6% |
| 6M | +3.4% | +11.5% | -8.1% | +2.7% |
| YTD | +25.2% | +19.5% | +5.7% | +23.7% |
| 1Y | +22.7% | +17.2% | +5.4% | +21.3% |
| All | -20.5% | +64.7% | -85.1% | -24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 CME 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