+328.7%
CFG vs UEC
+444.3%
-115.6%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +10.1% | -7.2% | +1.6% |
| 7D | +0.3% | +1.5% | -1.2% | -0.1% |
| 30D | +3.2% | -17.1% | +20.3% | +5.4% |
| 3M | -9.7% | -32.3% | +22.6% | -5.8% |
| 6M | +3.6% | -49.7% | +53.4% | +11.1% |
| YTD | +14.7% | -34.8% | +49.4% | +17.2% |
| 1Y | +29.6% | -37.5% | +67.1% | +32.5% |
| 3Y | +190.6% | +37.1% | +153.5% | +149.4% |
| 5Y | +67.1% | +44.3% | +22.8% | +31.5% |
| 10Y | +237.0% | +737.4% | -500.4% | +73.1% |
| All | +328.7% | +444.3% | -115.6% | +112.9% |
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 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