+55.4%
CG vs UEC
+156.3%
-100.9%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.0% | -5.2% | -2.6% |
| 7D | -1.3% | +2.6% | -3.9% | -1.7% |
| 30D | -3.2% | +5.6% | -8.8% | -4.2% |
| 3M | +6.2% | -5.7% | +11.9% | +6.0% |
| 6M | -4.7% | -8.0% | +3.4% | -5.8% |
| YTD | -20.6% | +1.8% | -22.4% | -23.4% |
| 1Y | -26.4% | +0.6% | -27.0% | -30.0% |
| 3Y | +55.4% | +155.2% | -99.8% | +21.2% |
| All | +55.4% | +156.3% | -100.9% | +21.2% |
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