+15.0%
UNH vs CPB
-33.6%
+48.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.3% | +3.1% | -1.3% |
| 7D | -3.2% | -5.4% | +2.2% | -3.3% |
| 30D | -3.5% | -7.8% | +4.4% | -3.7% |
| 3M | -4.2% | -6.9% | +2.8% | -4.4% |
| 6M | +38.3% | -12.2% | +50.5% | +37.8% |
| YTD | +19.2% | -21.1% | +40.3% | +18.2% |
| 1Y | +15.0% | -33.5% | +48.5% | +15.6% |
| All | +15.0% | -33.6% | +48.6% | +15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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