+73.0%
CF vs UEC
+157.0%
-84.0%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.3% | -3.5% | -3.2% |
| 7D | +6.0% | -6.9% | +12.9% | +6.1% |
| 30D | +14.8% | +7.6% | +7.2% | +14.7% |
| 3M | +14.1% | -18.4% | +32.4% | +14.6% |
| 6M | +28.5% | -23.3% | +51.8% | +29.3% |
| YTD | +74.9% | -1.2% | +76.1% | +73.3% |
| 1Y | +61.7% | +2.3% | +59.4% | +59.4% |
| All | +73.0% | +157.0% | -84.0% | +56.5% |
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 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