-6.3%
UNH vs CMS
+36.1%
-42.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.3% | +0.7% |
| 7D | -0.7% | -0.9% | +0.2% | -0.5% |
| 30D | +4.8% | +7.1% | -2.2% | +3.0% |
| 3M | -1.7% | -1.3% | -0.4% | -1.5% |
| 6M | +5.9% | -2.7% | +8.5% | +6.5% |
| YTD | +22.8% | +2.6% | +20.2% | +21.5% |
| 1Y | +25.9% | -2.0% | +27.9% | +26.1% |
| 3Y | -21.4% | +39.6% | -61.1% | -30.7% |
| 5Y | -6.3% | +35.3% | -41.6% | -16.7% |
| All | -6.3% | +36.1% | -42.4% | -16.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling