+227.5%
UNH vs CMS
+134.3%
+93.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.7% |
| 7D | +0.2% | +0.5% | -0.3% | 0.0% |
| 30D | +6.8% | +7.4% | -0.6% | +3.5% |
| 3M | -0.3% | +1.9% | -2.1% | -1.2% |
| 6M | +7.9% | -2.3% | +10.2% | +8.6% |
| YTD | +25.1% | +3.0% | +22.2% | +22.6% |
| 1Y | +29.3% | -2.8% | +32.1% | +30.0% |
| 3Y | -20.3% | +37.9% | -58.2% | -33.6% |
| 5Y | -3.6% | +34.0% | -37.5% | -20.0% |
| 10Y | +227.5% | +138.1% | +89.3% | +147.9% |
| All | +227.5% | +134.3% | +93.1% | +147.9% |
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