+626.9%
CEG vs UEC
+264.8%
+362.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.4% | +0.7% | -1.2% |
| 7D | +1.3% | -0.2% | +1.5% | +1.4% |
| 30D | +8.8% | +1.9% | +6.9% | +8.0% |
| 3M | +17.0% | +8.9% | +8.1% | +13.7% |
| 6M | -8.7% | -14.5% | +5.7% | -8.0% |
| YTD | -16.4% | -0.7% | -15.8% | -19.6% |
| 1Y | -1.8% | -4.1% | +2.3% | -6.1% |
| 3Y | +175.8% | +148.9% | +26.9% | +110.3% |
| All | +626.9% | +264.8% | +362.2% | +446.8% |
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