+892.0%
CHD vs UEC
+73.5%
+818.4%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | 0.0% |
| 7D | -2.7% | -6.9% | +4.3% | -2.5% |
| 30D | -4.6% | +7.6% | -12.3% | -4.8% |
| 3M | +5.0% | -18.4% | +23.4% | +5.3% |
| 6M | -3.2% | -23.3% | +20.1% | -3.0% |
| YTD | +18.6% | -1.2% | +19.8% | +18.0% |
| 1Y | +4.8% | +2.3% | +2.5% | +3.8% |
| 3Y | +6.1% | +162.3% | -156.1% | +1.0% |
| 5Y | +24.0% | +287.2% | -263.3% | +14.2% |
| 10Y | +124.5% | +1,009.6% | -885.2% | +90.3% |
| All | +892.0% | +73.5% | +818.4% | +703.6% |
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 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