+243.0%
CB vs UEC
+765.9%
-522.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +10.1% | -10.5% | -1.0% |
| 7D | -1.5% | +1.5% | -3.0% | -1.7% |
| 30D | +6.5% | -17.1% | +23.6% | +7.4% |
| 3M | +4.1% | -32.3% | +36.4% | +5.9% |
| 6M | +14.4% | -49.7% | +64.1% | +17.7% |
| YTD | +17.5% | -34.8% | +52.3% | +17.9% |
| 1Y | +27.5% | -37.5% | +65.1% | +28.0% |
| 3Y | +71.6% | +37.1% | +34.5% | +57.3% |
| 5Y | +100.6% | +44.3% | +56.3% | +74.9% |
| 10Y | +243.0% | +737.4% | -494.4% | +121.3% |
| All | +243.0% | +765.9% | -522.9% | +121.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling