+2,467.7%
UNH vs CME
+8,496.5%
-6,028.8%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.3% |
| 7D | +3.4% | +3.9% | -0.6% | +2.1% |
| 30D | +3.0% | +11.3% | -8.3% | -0.4% |
| 3M | +2.7% | +19.6% | -16.8% | -2.9% |
| 6M | +2.8% | +8.1% | -5.3% | -0.2% |
| YTD | +25.9% | +20.4% | +5.5% | +17.7% |
| 1Y | +25.8% | +16.5% | +9.3% | +18.8% |
| 3Y | -20.0% | +66.4% | -86.5% | -33.3% |
| 5Y | -2.8% | +74.5% | -77.3% | -20.9% |
| 10Y | +228.7% | +308.5% | -79.8% | +104.9% |
| All | +2,467.7% | +8,496.5% | -6,028.8% | +814.0% |
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