+5.3%
UNH vs CP
+34.0%
-28.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.0% |
| 7D | +1.1% | +2.4% | -1.3% | +0.6% |
| 30D | -1.5% | -0.5% | -1.0% | -1.5% |
| 3M | -0.8% | +1.4% | -2.3% | -1.3% |
| 6M | +41.8% | +10.3% | +31.5% | +38.4% |
| YTD | +23.1% | +24.3% | -1.2% | +16.9% |
| 1Y | +28.5% | +20.4% | +8.1% | +22.8% |
| 3Y | -11.8% | +21.8% | -33.5% | -17.4% |
| 5Y | +5.3% | +31.5% | -26.2% | -7.4% |
| All | +5.3% | +34.0% | -28.7% | -7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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