+29.2%
CHD vs UEC
+18.1%
+11.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.1% | +3.5% | +1.4% |
| 7D | +3.6% | -3.8% | +7.4% | +3.5% |
| 30D | +10.4% | -13.5% | +23.9% | +10.0% |
| 3M | +12.2% | -40.5% | +52.7% | +10.8% |
| 6M | +19.9% | -56.7% | +76.6% | +17.9% |
| YTD | +36.4% | -43.0% | +79.4% | +35.7% |
| 1Y | +35.1% | -42.5% | +77.7% | +34.6% |
| 3Y | +29.2% | +11.6% | +17.6% | +30.6% |
| All | +29.2% | +18.1% | +11.1% | +30.6% |
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