+2,439.3%
UNH vs CME
+8,439.7%
-6,000.5%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.7% | -1.2% |
| 7D | -1.6% | +2.5% | -4.0% | -2.3% |
| 30D | +6.5% | +13.9% | -7.5% | +2.2% |
| 3M | +0.8% | +22.4% | -21.6% | -5.4% |
| 6M | +6.1% | +12.9% | -6.8% | +1.6% |
| YTD | +24.5% | +19.6% | +4.9% | +16.6% |
| 1Y | +26.3% | +17.7% | +8.7% | +18.9% |
| 3Y | -20.7% | +65.3% | -86.0% | -33.8% |
| 5Y | -3.6% | +75.1% | -78.7% | -21.6% |
| 10Y | +225.1% | +305.8% | -80.7% | +103.1% |
| All | +2,439.3% | +8,439.7% | -6,000.5% | +805.7% |
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