-16.3%
UNH vs CMI
+150.2%
-166.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.2% | -3.6% | -2.5% |
| 7D | -4.5% | -0.7% | -3.8% | -4.5% |
| 30D | -6.5% | -12.4% | +5.9% | -5.6% |
| 3M | -6.0% | -14.8% | +8.8% | -5.2% |
| 6M | +33.7% | +0.8% | +32.9% | +32.1% |
| YTD | +16.4% | +10.2% | +6.2% | +14.1% |
| 1Y | +10.1% | +37.4% | -27.4% | +6.2% |
| 3Y | -16.3% | +153.3% | -169.6% | -20.4% |
| All | -16.3% | +150.2% | -166.5% | -20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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