+568.0%
CF vs UEC
+704.7%
-136.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.8% | -6.1% | -0.2% |
| 7D | -3.2% | -10.2% | +7.1% | -1.9% |
| 30D | +4.3% | -26.9% | +31.3% | +8.3% |
| 3M | +2.8% | -35.7% | +38.5% | +8.0% |
| 6M | +0.6% | -56.1% | +56.7% | +9.9% |
| YTD | +56.6% | -40.8% | +97.4% | +60.1% |
| 1Y | +49.6% | -43.4% | +93.0% | +53.0% |
| 3Y | +61.5% | +25.4% | +36.1% | +34.1% |
| 5Y | +124.0% | +51.1% | +72.9% | +64.1% |
| All | +568.0% | +704.7% | -136.7% | +161.2% |
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