+1,305.9%
UNH vs CPAY
+1,533.9%
-228.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.4% |
| 7D | -3.2% | -2.7% | -0.5% | -2.5% |
| 30D | -3.5% | +0.6% | -4.0% | -3.7% |
| 3M | -4.2% | +17.0% | -21.2% | -8.2% |
| 6M | +38.3% | +24.1% | +14.2% | +29.8% |
| YTD | +19.2% | +35.7% | -16.5% | +8.6% |
| 1Y | +15.0% | +34.0% | -19.0% | +4.8% |
| 3Y | -14.5% | +50.3% | -64.8% | -26.8% |
| 5Y | +4.6% | +56.7% | -52.1% | -13.8% |
| 10Y | +241.1% | +153.9% | +87.2% | +139.8% |
| All | +1,305.9% | +1,533.9% | -228.0% | +563.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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