+103.2%
CB vs UEC
+47.5%
+55.6%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +6.8% | -8.6% | -1.9% |
| 7D | +0.2% | -10.2% | +10.5% | +0.4% |
| 30D | +9.1% | -26.9% | +36.0% | +9.6% |
| 3M | +3.4% | -35.7% | +39.1% | +4.1% |
| 6M | +14.1% | -56.1% | +70.2% | +15.8% |
| YTD | +18.0% | -40.8% | +58.8% | +18.0% |
| 1Y | +30.1% | -43.4% | +73.5% | +30.1% |
| 3Y | +71.8% | +25.4% | +46.4% | +61.4% |
| All | +103.2% | +47.5% | +55.6% | +90.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling