+316.4%
CFG vs UEC
+394.3%
-77.9%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +6.8% | -7.7% | -1.8% |
| 7D | -0.9% | -10.2% | +9.4% | +0.4% |
| 30D | +1.1% | -26.9% | +28.0% | +5.0% |
| 3M | -12.0% | -35.7% | +23.7% | -7.5% |
| 6M | -2.2% | -56.1% | +53.9% | +6.7% |
| YTD | +11.4% | -40.8% | +52.2% | +15.4% |
| 1Y | +27.8% | -43.4% | +71.2% | +32.4% |
| 3Y | +173.3% | +25.4% | +147.9% | +137.4% |
| 5Y | +62.4% | +51.1% | +11.3% | +26.6% |
| 10Y | +249.6% | +695.4% | -445.8% | +81.3% |
| All | +316.4% | +394.3% | -77.9% | +109.5% |
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