+136,006.1%
UNH vs CMS
+457.8%
+135,548.2%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.8% | -0.9% |
| 7D | +1.1% | +0.4% | +0.7% | +1.0% |
| 30D | -3.8% | -3.6% | -0.2% | -2.9% |
| 3M | +0.7% | -1.9% | +2.7% | +1.2% |
| 6M | +37.9% | -11.0% | +48.8% | +41.7% |
| YTD | +21.9% | +0.2% | +21.7% | +21.5% |
| 1Y | +31.4% | -1.3% | +32.7% | +31.3% |
| 3Y | -11.4% | +35.9% | -47.3% | -19.3% |
| 5Y | +2.5% | +23.1% | -20.6% | -4.7% |
| 10Y | +242.9% | +117.9% | +125.0% | +178.2% |
| All | +136,006.1% | +457.8% | +135,548.2% | +84,744.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling