+282.5%
CHTR vs UEC
+204.5%
+78.1%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -2.4% | -5.7% | -8.0% |
| 7D | -15.8% | -0.2% | -15.6% | -15.8% |
| 30D | -12.7% | +1.9% | -14.6% | -12.9% |
| 3M | -1.1% | +8.9% | -10.0% | -2.0% |
| 6M | -39.9% | -14.5% | -25.5% | -39.8% |
| YTD | -35.9% | -0.7% | -35.2% | -36.7% |
| 1Y | -49.2% | -4.1% | -45.1% | -50.1% |
| 3Y | -68.3% | +148.9% | -217.2% | -71.6% |
| 5Y | -83.0% | +300.0% | -383.0% | -85.7% |
| 10Y | -49.3% | +994.3% | -1,043.6% | -63.4% |
| All | +282.5% | +204.5% | +78.1% | +171.6% |
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