+245.3%
UNH vs CMS
+116.0%
+129.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.6% |
| 7D | -1.7% | +0.2% | -1.8% | -1.7% |
| 30D | -3.8% | -1.3% | -2.5% | -3.3% |
| 3M | -4.3% | -5.4% | +1.1% | -2.1% |
| 6M | +38.6% | -10.3% | +49.0% | +44.7% |
| YTD | +20.7% | -0.2% | +20.9% | +19.9% |
| 1Y | +16.0% | -0.9% | +16.9% | +15.5% |
| 3Y | -13.5% | +34.0% | -47.4% | -27.1% |
| 5Y | +3.5% | +23.6% | -20.0% | -10.5% |
| 10Y | +245.3% | +122.2% | +123.1% | +150.9% |
| All | +245.3% | +116.0% | +129.4% | +150.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 10y: compounded portfolio wealth divided by compounded CMS 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…
10y analysis · Full analysis span regression · 6 months rolling