+562.3%
CEG vs UEC
+125.5%
+436.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -5.9% | +2.9% | -1.7% |
| 7D | +1.7% | -5.2% | +6.8% | +2.8% |
| 30D | -10.2% | -22.0% | +11.8% | -5.4% |
| 3M | -0.8% | -37.0% | +36.2% | +8.7% |
| 6M | -11.5% | -52.7% | +41.2% | +1.4% |
| YTD | -23.9% | -38.6% | +14.7% | -19.1% |
| 1Y | -25.4% | -44.6% | +19.2% | -19.2% |
| 3Y | +124.2% | +27.1% | +97.0% | +95.3% |
| All | +562.3% | +125.5% | +436.8% | +450.7% |
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