+138,844.1%
UNH vs CP
+7,870.8%
+130,973.3%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -1.6% | -0.7% | -0.9% | -1.4% |
| 30D | +6.5% | +9.6% | -3.2% | +3.6% |
| 3M | +0.8% | +2.2% | -1.4% | 0.0% |
| 6M | +6.1% | +11.1% | -5.0% | +2.5% |
| YTD | +24.5% | +28.2% | -3.7% | +14.8% |
| 1Y | +26.3% | +32.2% | -5.8% | +15.6% |
| 3Y | -20.7% | +35.5% | -56.2% | -29.4% |
| 5Y | -3.6% | +26.8% | -30.3% | -13.7% |
| 10Y | +225.1% | +256.9% | -31.9% | +111.3% |
| All | +138,844.1% | +7,870.8% | +130,973.3% | +31,492.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling