+136,006.1%
UNH vs CPB
+325.7%
+135,680.4%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.4% | +2.4% | +0.1% |
| 7D | +1.1% | -8.6% | +9.7% | +3.7% |
| 30D | -3.8% | -7.2% | +3.5% | -1.8% |
| 3M | +0.7% | +0.9% | -0.1% | -0.2% |
| 6M | +37.9% | -11.8% | +49.7% | +41.5% |
| YTD | +21.9% | -19.4% | +41.3% | +28.0% |
| 1Y | +31.4% | -30.4% | +61.8% | +43.8% |
| 3Y | -11.4% | -40.2% | +28.8% | -0.3% |
| 5Y | +2.5% | -39.5% | +42.0% | +14.0% |
| 10Y | +242.9% | -47.4% | +290.2% | +281.0% |
| All | +136,006.1% | +325.7% | +135,680.4% | +52,136.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling