+185.8%
CGNX vs UEC
+885.8%
-700.0%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -5.2% | +9.3% | +5.0% |
| 7D | +3.2% | -9.4% | +12.6% | +4.8% |
| 30D | +6.0% | -8.0% | +14.0% | +7.1% |
| 3M | +3.5% | -1.7% | +5.2% | +3.3% |
| 6M | +26.3% | -26.1% | +52.4% | +30.8% |
| YTD | +79.2% | -10.5% | +89.8% | +78.1% |
| 1Y | +43.8% | -13.3% | +57.1% | +40.9% |
| 3Y | +52.0% | +116.4% | -64.4% | +19.7% |
| 5Y | -24.0% | +225.5% | -249.6% | -48.8% |
| All | +185.8% | +885.8% | -700.0% | +37.8% |
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