+10.1%
UNH vs CNI
+33.8%
-23.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.9% | -3.3% | -2.5% |
| 7D | -4.5% | -0.4% | -4.2% | -4.5% |
| 30D | -6.5% | -2.7% | -3.8% | -6.1% |
| 3M | -6.0% | +3.9% | -9.9% | -7.0% |
| 6M | +33.7% | +16.4% | +17.3% | +28.3% |
| YTD | +16.4% | +25.8% | -9.4% | +8.4% |
| 1Y | +10.1% | +32.4% | -22.3% | +0.5% |
| All | +10.1% | +33.8% | -23.8% | +0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 1y: compounded portfolio wealth divided by compounded CNI 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…
1y analysis · Full analysis span regression · 6 months rolling