+274.8%
CG vs UEC
+616.1%
-341.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.1% | +3.1% | +1.4% |
| 7D | +0.2% | -3.8% | +3.9% | +0.8% |
| 30D | +11.2% | -13.5% | +24.7% | +13.5% |
| 3M | -22.1% | -40.5% | +18.4% | -15.7% |
| 6M | -17.9% | -56.7% | +38.7% | -7.7% |
| YTD | -31.3% | -43.0% | +11.7% | -27.5% |
| 1Y | -24.0% | -42.5% | +18.6% | -20.3% |
| 3Y | +45.0% | +11.6% | +33.4% | +27.4% |
| 5Y | -22.6% | +21.8% | -44.4% | -38.1% |
| All | +274.8% | +616.1% | -341.3% | +80.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling