+5.3%
UNH vs CPB
-38.5%
+43.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.8% | -0.8% | +0.7% |
| 7D | +1.1% | -8.2% | +9.4% | +2.5% |
| 30D | -1.5% | -5.6% | +4.1% | -0.8% |
| 3M | -0.8% | +3.0% | -3.8% | -1.6% |
| 6M | +41.8% | -12.7% | +54.5% | +44.8% |
| YTD | +23.1% | -18.0% | +41.0% | +26.9% |
| 1Y | +28.5% | -31.7% | +60.3% | +38.1% |
| 3Y | -11.8% | -41.0% | +29.2% | -3.6% |
| 5Y | +5.3% | -38.4% | +43.7% | +14.9% |
| All | +5.3% | -38.5% | +43.9% | +14.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling