-14.3%
UNH vs CTVA
+75.4%
-89.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.2% |
| 7D | -3.2% | -4.7% | +1.5% | -2.6% |
| 30D | -3.5% | +11.1% | -14.5% | -4.7% |
| 3M | -4.2% | +13.7% | -17.9% | -5.8% |
| 6M | +38.3% | +11.2% | +27.1% | +36.3% |
| YTD | +19.2% | +26.9% | -7.7% | +15.7% |
| 1Y | +15.0% | +18.8% | -3.8% | +12.2% |
| All | -14.3% | +75.4% | -89.7% | -17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 3y: compounded portfolio wealth divided by compounded CTVA 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…
3y analysis · Full analysis span regression · 6 months rolling