+54.6%
CG vs UEC
+37.5%
+17.1%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +10.1% | -3.5% | +5.0% |
| 7D | +3.0% | +1.5% | +1.6% | +2.7% |
| 30D | +10.1% | -17.1% | +27.2% | +12.9% |
| 3M | -10.8% | -32.3% | +21.5% | -6.1% |
| 6M | -15.2% | -49.7% | +34.5% | -7.8% |
| YTD | -26.9% | -34.8% | +7.8% | -25.0% |
| 1Y | -17.0% | -37.5% | +20.5% | -14.8% |
| 3Y | +54.6% | +37.1% | +17.6% | +35.6% |
| All | +54.6% | +37.5% | +17.1% | +35.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling