+62.0%
CFG vs UEC
+47.5%
+14.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +6.8% | -7.7% | -1.6% |
| 7D | -0.9% | -10.2% | +9.4% | +0.1% |
| 30D | +1.1% | -26.9% | +28.0% | +4.1% |
| 3M | -12.0% | -35.7% | +23.7% | -8.6% |
| 6M | -2.2% | -56.1% | +53.9% | +4.8% |
| YTD | +11.4% | -40.8% | +52.2% | +14.5% |
| 1Y | +27.8% | -43.4% | +71.2% | +31.4% |
| 3Y | +173.3% | +25.4% | +147.9% | +140.9% |
| All | +62.0% | +47.5% | +14.5% | +35.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling