+2,011.8%
CF vs UEC
-2.6%
+2,014.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -9.9% | +16.0% | +7.6% |
| 7D | +0.4% | -20.5% | +20.9% | +3.5% |
| 30D | +2.2% | -35.9% | +38.1% | +8.4% |
| 3M | +2.1% | -39.6% | +41.7% | +8.6% |
| 6M | -6.5% | -55.3% | +48.8% | +2.0% |
| YTD | +55.6% | -44.5% | +100.1% | +61.2% |
| 1Y | +42.3% | -50.4% | +92.7% | +49.1% |
| 3Y | +55.7% | +12.1% | +43.6% | +33.9% |
| 5Y | +122.4% | +41.5% | +80.9% | +70.2% |
| 10Y | +568.5% | +644.8% | -76.3% | +227.5% |
| All | +2,011.8% | -2.6% | +2,014.3% | +678.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling