-44.8%
CHTR vs UEC
-16.4%
-28.4%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -5.2% | +8.9% | +3.8% |
| 7D | -4.1% | -9.4% | +5.4% | -3.9% |
| 30D | -3.0% | -8.0% | +5.0% | -3.0% |
| 3M | +4.8% | -1.7% | +6.5% | +4.7% |
| 6M | -35.0% | -26.1% | -8.9% | -34.4% |
| YTD | -30.2% | -10.5% | -19.6% | -30.3% |
| 1Y | -44.8% | -13.3% | -31.5% | -43.2% |
| All | -44.8% | -16.4% | -28.4% | -43.2% |
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