+306.8%
CFG vs UEC
+908.7%
-601.9%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.6% | -0.5% |
| 7D | -0.6% | -0.2% | -0.4% | -0.6% |
| 30D | -4.5% | +1.9% | -6.5% | -5.2% |
| 3M | +6.3% | +8.9% | -2.6% | +3.9% |
| 6M | +20.6% | -14.5% | +35.1% | +20.5% |
| YTD | +21.2% | -0.7% | +21.9% | +17.4% |
| 1Y | +38.2% | -4.1% | +42.2% | +32.2% |
| 3Y | +185.9% | +148.9% | +37.0% | +119.1% |
| 5Y | +97.0% | +300.0% | -203.0% | +24.6% |
| 10Y | +306.8% | +994.3% | -687.5% | +62.9% |
| All | +306.8% | +908.7% | -601.9% | +62.9% |
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