+134,607.8%
UNH vs CMI
+19,556.0%
+115,051.8%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.7% |
| 7D | -1.7% | +0.7% | -2.4% | -1.8% |
| 30D | -3.8% | -12.3% | +8.4% | -0.9% |
| 3M | -4.3% | -16.8% | +12.5% | -0.5% |
| 6M | +38.6% | +1.5% | +37.1% | +36.5% |
| YTD | +20.7% | +9.8% | +10.9% | +16.2% |
| 1Y | +16.0% | +42.6% | -26.6% | +4.4% |
| 3Y | -13.5% | +151.0% | -164.5% | -33.5% |
| 5Y | +3.5% | +167.0% | -163.5% | -22.9% |
| 10Y | +245.3% | +512.2% | -266.8% | +107.5% |
| All | +134,607.8% | +19,556.0% | +115,051.8% | +33,853.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling