-45.6%
CHTR vs UEC
-46.3%
+0.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -4.9% | +10.6% | +5.7% |
| 7D | +14.1% | -13.8% | +27.9% | +14.2% |
| 30D | +11.6% | -23.1% | +34.7% | +11.7% |
| 3M | -21.4% | -31.5% | +10.1% | -21.3% |
| 6M | -27.3% | -51.5% | +24.2% | -26.4% |
| YTD | -42.4% | -38.4% | -4.0% | -42.2% |
| 1Y | -45.6% | -44.7% | -0.9% | -45.7% |
| All | -45.6% | -46.3% | +0.8% | -45.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling