+331.2%
CG vs UEC
+908.7%
-577.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.4% | -1.6% | -3.6% |
| 7D | -6.4% | -0.2% | -6.3% | -6.4% |
| 30D | -7.1% | +1.9% | -9.0% | -7.6% |
| 3M | -1.6% | +8.9% | -10.5% | -3.8% |
| 6M | -8.3% | -14.5% | +6.1% | -8.3% |
| YTD | -23.8% | -0.7% | -23.1% | -26.3% |
| 1Y | -28.7% | -4.1% | -24.7% | -31.8% |
| 3Y | +49.2% | +148.9% | -99.8% | +14.8% |
| 5Y | +5.5% | +300.0% | -294.5% | -30.2% |
| 10Y | +331.2% | +994.3% | -663.1% | +92.3% |
| All | +331.2% | +908.7% | -577.5% | +92.3% |
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