+5.3%
UNH vs CMS
+26.5%
-21.2%
-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% | +0.4% | +0.8% |
| 7D | +1.1% | +1.2% | -0.1% | +0.8% |
| 30D | -1.5% | -3.2% | +1.6% | -0.8% |
| 3M | -0.8% | -2.2% | +1.4% | -0.3% |
| 6M | +41.8% | -9.4% | +51.2% | +45.1% |
| YTD | +23.1% | +0.7% | +22.4% | +22.4% |
| 1Y | +28.5% | +0.4% | +28.2% | +27.9% |
| 3Y | -11.8% | +35.2% | -46.9% | -21.0% |
| 5Y | +5.3% | +24.1% | -18.8% | -4.2% |
| All | +5.3% | +26.5% | -21.2% | -4.2% |
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