+350.2%
CG vs UEC
+297.9%
+52.2%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.7% |
| 7D | -4.3% | -6.9% | +2.6% | -3.3% |
| 30D | -5.1% | +7.6% | -12.7% | -6.3% |
| 3M | +8.7% | -18.4% | +27.1% | +10.6% |
| 6M | -9.2% | -23.3% | +14.0% | -7.7% |
| YTD | -18.9% | -1.2% | -17.7% | -21.0% |
| 1Y | -25.6% | +2.3% | -27.9% | -28.9% |
| 3Y | +57.3% | +162.3% | -105.0% | +25.6% |
| 5Y | +10.2% | +287.2% | -277.1% | -21.3% |
| 10Y | +364.2% | +1,009.6% | -645.4% | +150.9% |
| All | +350.2% | +297.9% | +52.2% | +138.9% |
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