+2,387.4%
UNH vs CME
+7,469.3%
-5,081.9%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.7% | -0.9% |
| 7D | +1.1% | -1.6% | +2.6% | +1.5% |
| 30D | -3.8% | +6.2% | -10.0% | -5.6% |
| 3M | +0.7% | +10.4% | -9.7% | -2.7% |
| 6M | +37.9% | -9.5% | +47.4% | +41.3% |
| YTD | +21.9% | +6.0% | +15.9% | +18.7% |
| 1Y | +31.4% | +9.3% | +22.1% | +26.5% |
| 3Y | -11.4% | +57.7% | -69.1% | -24.9% |
| 5Y | +2.5% | +77.7% | -75.2% | -17.1% |
| 10Y | +242.9% | +281.2% | -38.4% | +118.7% |
| All | +2,387.4% | +7,469.3% | -5,081.9% | +821.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling