+580.6%
CF vs UEC
+903.5%
-322.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.3% | -3.5% | -3.3% |
| 7D | +6.0% | -6.9% | +12.9% | +7.0% |
| 30D | +14.8% | +7.6% | +7.2% | +13.2% |
| 3M | +14.1% | -18.4% | +32.4% | +15.8% |
| 6M | +28.5% | -23.3% | +51.8% | +29.4% |
| YTD | +74.9% | -1.2% | +76.1% | +67.9% |
| 1Y | +61.7% | +2.3% | +59.4% | +51.9% |
| 3Y | +80.3% | +162.3% | -81.9% | +34.4% |
| 5Y | +226.0% | +287.2% | -61.3% | +105.7% |
| All | +580.6% | +903.5% | -322.9% | +173.0% |
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