+470.7%
CF vs UEC
+631.2%
-160.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -5.9% | +7.3% | +2.2% |
| 7D | +5.4% | +4.9% | +0.4% | +4.5% |
| 30D | +6.5% | -17.5% | +24.0% | +8.7% |
| 3M | +4.6% | -40.1% | +44.8% | +10.9% |
| 6M | -3.3% | -56.1% | +52.8% | +5.4% |
| YTD | +63.9% | -41.8% | +105.7% | +67.6% |
| 1Y | +50.4% | -44.8% | +95.3% | +54.3% |
| 3Y | +68.2% | +20.6% | +47.7% | +40.5% |
| 5Y | +113.8% | +24.3% | +89.5% | +62.1% |
| All | +470.7% | +631.2% | -160.5% | +130.6% |
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