+192.1%
CFG vs UEC
+18.1%
+174.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +0.8% |
| 7D | +3.2% | -3.8% | +7.0% | +3.4% |
| 30D | +5.1% | -13.5% | +18.6% | +6.0% |
| 3M | -11.2% | -40.5% | +29.2% | -8.6% |
| 6M | +9.6% | -56.7% | +66.2% | +14.8% |
| YTD | +15.0% | -43.0% | +57.9% | +17.7% |
| 1Y | +29.9% | -42.5% | +72.4% | +32.4% |
| 3Y | +192.1% | +11.6% | +180.5% | +171.9% |
| All | +192.1% | +18.1% | +174.0% | +171.9% |
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 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