+67.8%
CHYM vs UEC
-46.3%
+114.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -4.9% | +10.8% | +7.0% |
| 7D | +3.7% | -13.8% | +17.5% | +7.1% |
| 30D | +5.6% | -23.1% | +28.7% | +11.4% |
| 3M | +19.7% | -31.5% | +51.2% | +29.0% |
| 6M | +35.3% | -51.5% | +86.8% | +55.9% |
| YTD | +18.7% | -38.4% | +57.1% | +21.2% |
| 1Y | +67.8% | -44.7% | +112.5% | +75.3% |
| All | +67.8% | -46.3% | +114.2% | +75.3% |
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