+362.4%
CFG vs UEC
+724.3%
-361.9%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.3% | -0.1% |
| 7D | +1.5% | -6.9% | +8.5% | +2.5% |
| 30D | -3.8% | +7.6% | -11.5% | -5.1% |
| 3M | +11.5% | -18.4% | +29.9% | +13.2% |
| 6M | +19.2% | -23.3% | +42.5% | +20.9% |
| YTD | +23.7% | -1.2% | +24.9% | +20.4% |
| 1Y | +38.8% | +2.3% | +36.5% | +32.3% |
| 3Y | +178.9% | +162.3% | +16.6% | +119.1% |
| 5Y | +101.8% | +287.2% | -185.5% | +37.2% |
| 10Y | +317.3% | +1,009.6% | -692.3% | +105.8% |
| All | +362.4% | +724.3% | -361.9% | +118.6% |
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 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