-0.5%
UNH vs CNC
+10.7%
-11.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.6% | -3.9% | -3.0% |
| 7D | -4.5% | -0.9% | -3.6% | -4.3% |
| 30D | -6.5% | -1.0% | -5.6% | -6.3% |
| 3M | -6.0% | +4.5% | -10.5% | -8.0% |
| 6M | +33.7% | +85.2% | -51.6% | +4.3% |
| YTD | +16.4% | +61.4% | -45.0% | -4.4% |
| 1Y | +10.1% | +94.9% | -84.8% | -16.9% |
| 3Y | -16.3% | 0.0% | -16.3% | -23.1% |
| All | -0.5% | +10.7% | -11.2% | -10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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