+863.2%
CDW vs UEC
+570.9%
+292.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.0% |
| 7D | +3.2% | -6.9% | +10.1% | +3.8% |
| 30D | +9.3% | +7.6% | +1.6% | +8.4% |
| 3M | +9.8% | -18.4% | +28.2% | +11.2% |
| 6M | +23.3% | -23.3% | +46.6% | +24.3% |
| YTD | +13.7% | -1.2% | +14.8% | +11.0% |
| 1Y | -6.5% | +2.3% | -8.8% | -9.8% |
| 3Y | -25.2% | +162.3% | -187.5% | -36.8% |
| 5Y | -19.5% | +287.2% | -306.7% | -37.9% |
| 10Y | +285.8% | +1,009.6% | -723.8% | +143.3% |
| All | +863.2% | +570.9% | +292.3% | +549.9% |
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