+266.1%
CDW vs UEC
+933.9%
-667.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +3.0% | -8.2% | -5.5% |
| 7D | -3.9% | +2.6% | -6.5% | -4.2% |
| 30D | +6.9% | +5.6% | +1.3% | +6.2% |
| 3M | +7.7% | -5.7% | +13.4% | +7.6% |
| 6M | +18.3% | -8.0% | +26.4% | +17.1% |
| YTD | +7.8% | +1.8% | +6.0% | +4.4% |
| 1Y | -12.2% | +0.6% | -12.8% | -15.8% |
| 3Y | -28.9% | +155.2% | -184.1% | -41.9% |
| 5Y | -22.8% | +305.8% | -328.6% | -44.5% |
| 10Y | +266.1% | +943.0% | -676.9% | +111.6% |
| All | +266.1% | +933.9% | -667.9% | +111.6% |
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