+132,969.6%
UNH vs CVX
+4,905.7%
+128,063.9%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.0% |
| 7D | -3.2% | +0.7% | -3.8% | -3.4% |
| 30D | -3.5% | +9.1% | -12.6% | -6.7% |
| 3M | -4.2% | +13.1% | -17.2% | -8.9% |
| 6M | +38.3% | +16.3% | +22.0% | +29.5% |
| YTD | +19.2% | +43.5% | -24.3% | +2.6% |
| 1Y | +15.0% | +40.2% | -25.2% | -0.4% |
| 3Y | -14.5% | +44.2% | -58.8% | -28.4% |
| 5Y | +4.6% | +170.6% | -166.0% | -34.4% |
| 10Y | +241.1% | +220.3% | +20.8% | +87.4% |
| All | +132,969.6% | +4,905.7% | +128,063.9% | +28,685.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CVX.
Daily Out/Under-Performance
Portfolio return minus CVX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVX 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 CVX 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