+83.3%
UNH vs CTVA
+216.1%
-132.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.2% | +3.2% | +1.6% |
| 7D | +1.1% | -2.1% | +3.2% | +1.7% |
| 30D | -1.5% | +12.0% | -13.6% | -4.7% |
| 3M | -0.8% | +13.5% | -14.3% | -4.8% |
| 6M | +41.8% | +12.1% | +29.7% | +36.4% |
| YTD | +23.1% | +29.0% | -5.9% | +13.6% |
| 1Y | +28.5% | +18.9% | +9.7% | +21.0% |
| 3Y | -11.8% | +78.9% | -90.6% | -28.2% |
| 5Y | +5.3% | +105.2% | -99.9% | -20.2% |
| All | +83.3% | +216.1% | -132.8% | +7.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling