+104.3%
CEG vs UEC
+19.3%
+85.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +6.8% | -2.5% | +2.5% |
| 7D | -4.7% | -10.2% | +5.5% | -2.0% |
| 30D | -16.6% | -26.9% | +10.4% | -9.7% |
| 3M | -4.1% | -35.7% | +31.6% | +6.6% |
| 6M | -22.3% | -56.1% | +33.8% | -6.4% |
| YTD | -28.9% | -40.8% | +11.8% | -23.6% |
| 1Y | -28.5% | -43.4% | +14.9% | -22.4% |
| 3Y | +104.3% | +25.4% | +78.9% | +66.7% |
| All | +104.3% | +19.3% | +85.0% | +66.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling