+785.1%
UNH vs CMG
+3,903.3%
-3,118.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.5% | +0.6% | -1.5% |
| 7D | -1.7% | -6.5% | +4.8% | -0.4% |
| 30D | -3.8% | +12.1% | -15.9% | -5.9% |
| 3M | -4.3% | +20.6% | -24.9% | -8.0% |
| 6M | +38.6% | +2.1% | +36.5% | +37.0% |
| YTD | +20.7% | -2.6% | +23.3% | +20.2% |
| 1Y | +16.0% | -8.7% | +24.7% | +16.4% |
| 3Y | -13.5% | -7.4% | -6.1% | -15.2% |
| 5Y | +3.5% | -5.7% | +9.2% | -0.9% |
| 10Y | +245.3% | +322.3% | -77.0% | +136.0% |
| All | +785.1% | +3,903.3% | -3,118.2% | +254.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CMG.
Daily Out/Under-Performance
Portfolio return minus CMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMG 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 CMG 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