-45.9%
CHTR vs UEC
+885.8%
-931.7%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -5.2% | +8.9% | +4.1% |
| 7D | -4.1% | -9.4% | +5.4% | -3.5% |
| 30D | -3.0% | -8.0% | +5.0% | -2.6% |
| 3M | +4.8% | -1.7% | +6.5% | +4.5% |
| 6M | -35.0% | -26.1% | -8.9% | -34.2% |
| YTD | -30.2% | -10.5% | -19.6% | -30.8% |
| 1Y | -44.8% | -13.3% | -31.5% | -45.6% |
| 3Y | -66.6% | +116.4% | -182.9% | -70.4% |
| 5Y | -81.5% | +225.5% | -307.0% | -84.8% |
| All | -45.9% | +885.8% | -931.7% | -63.9% |
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