+91.2%
CBOE vs UEC
+134.5%
-43.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.0% | +3.5% | -1.8% |
| 7D | -3.7% | -4.3% | +0.6% | -3.9% |
| 30D | +2.0% | -3.8% | +5.8% | +1.9% |
| 3M | -4.2% | +17.0% | -21.2% | -3.2% |
| 6M | +1.2% | -23.9% | +25.1% | +1.1% |
| YTD | +15.4% | -5.7% | +21.0% | +16.2% |
| 1Y | +23.5% | -12.5% | +36.0% | +24.6% |
| All | +91.2% | +134.5% | -43.2% | +107.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling