+467.4%
CF vs UEC
+617.0%
-149.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -5.9% | +8.5% | +3.4% |
| 7D | +4.8% | -5.2% | +9.9% | +5.2% |
| 30D | +9.7% | -22.0% | +31.7% | +12.7% |
| 3M | +1.2% | -37.0% | +38.2% | +6.6% |
| 6M | +7.4% | -52.7% | +60.1% | +15.9% |
| YTD | +60.5% | -38.6% | +99.1% | +63.1% |
| 1Y | +50.7% | -44.6% | +95.3% | +54.7% |
| 3Y | +64.8% | +27.1% | +37.7% | +36.7% |
| 5Y | +115.8% | +37.9% | +77.9% | +61.0% |
| All | +467.4% | +617.0% | -149.6% | +127.5% |
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