+173.3%
CFG vs UEC
+19.3%
+154.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +6.8% | -7.7% | -1.4% |
| 7D | -0.9% | -10.2% | +9.4% | -0.3% |
| 30D | +1.1% | -26.9% | +28.0% | +3.0% |
| 3M | -12.0% | -35.7% | +23.7% | -9.8% |
| 6M | -2.2% | -56.1% | +53.9% | +2.3% |
| YTD | +11.4% | -40.8% | +52.2% | +13.7% |
| 1Y | +27.8% | -43.4% | +71.2% | +30.5% |
| 3Y | +173.3% | +25.4% | +147.9% | +159.9% |
| All | +173.3% | +19.3% | +154.0% | +159.9% |
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