+305.5%
CG vs UEC
+162.8%
+142.7%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +10.1% | -3.5% | +5.1% |
| 7D | +3.0% | +1.5% | +1.6% | +2.8% |
| 30D | +10.1% | -17.1% | +27.2% | +12.8% |
| 3M | -10.8% | -32.3% | +21.5% | -6.3% |
| 6M | -15.2% | -49.7% | +34.5% | -8.3% |
| YTD | -26.9% | -34.8% | +7.8% | -24.8% |
| 1Y | -17.0% | -37.5% | +20.5% | -14.5% |
| 3Y | +54.6% | +37.1% | +17.6% | +35.4% |
| 5Y | -16.7% | +44.3% | -61.1% | -32.0% |
| 10Y | +320.1% | +737.4% | -417.2% | +137.5% |
| All | +305.5% | +162.8% | +142.7% | +127.3% |
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 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