-60.0%
C vs UEC
+73.5%
-133.5%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.3% |
| 7D | +3.6% | -6.9% | +10.6% | +4.6% |
| 30D | +0.1% | +7.6% | -7.6% | -1.3% |
| 3M | +2.4% | -18.4% | +20.8% | +4.2% |
| 6M | +24.9% | -23.3% | +48.2% | +27.0% |
| YTD | +19.8% | -1.2% | +21.0% | +16.8% |
| 1Y | +44.9% | +2.3% | +42.6% | +38.6% |
| 3Y | +263.0% | +162.3% | +100.7% | +189.2% |
| 5Y | +129.5% | +287.2% | -157.7% | +58.7% |
| 10Y | +291.6% | +1,009.6% | -718.0% | +97.6% |
| All | -60.0% | +73.5% | -133.5% | -84.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UEC.
Daily Out/Under-Performance
Portfolio return minus UEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UEC 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 UEC 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