-50.9%
CDE vs UEC
+74.4%
-125.3%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.4% | +4.1% | +2.3% |
| 7D | -2.0% | -0.2% | -1.8% | -2.0% |
| 30D | +15.7% | +1.9% | +13.8% | +14.8% |
| 3M | +30.5% | +8.9% | +21.6% | +27.4% |
| 6M | -7.4% | -14.5% | +7.1% | -4.4% |
| YTD | +17.9% | -0.7% | +18.6% | +17.4% |
| 1Y | +46.7% | -4.1% | +50.8% | +46.7% |
| 3Y | +851.3% | +148.9% | +702.4% | +627.3% |
| 5Y | +202.9% | +300.0% | -97.1% | +96.2% |
| 10Y | +58.2% | +994.3% | -936.1% | -30.3% |
| All | -50.9% | +74.4% | -125.3% | -83.1% |
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