+142.8%
CI vs UEC
+616.1%
-473.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.4% |
| 7D | +1.2% | -3.8% | +4.9% | +1.4% |
| 30D | +2.6% | -13.5% | +16.1% | +3.5% |
| 3M | +7.4% | -40.5% | +47.9% | +11.3% |
| 6M | -0.1% | -56.7% | +56.6% | +5.4% |
| YTD | +9.7% | -43.0% | +52.7% | +11.9% |
| 1Y | +12.1% | -42.5% | +54.7% | +13.9% |
| 3Y | +7.0% | +11.6% | -4.5% | -3.0% |
| 5Y | +49.7% | +21.8% | +27.9% | +26.4% |
| All | +142.8% | +616.1% | -473.4% | +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 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