+280.6%
CME vs UEC
+908.7%
-628.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | -0.7% |
| 7D | -0.6% | -0.2% | -0.5% | -0.6% |
| 30D | +4.7% | +1.9% | +2.7% | +4.4% |
| 3M | +7.8% | +8.9% | -1.1% | +6.7% |
| 6M | -11.0% | -14.5% | +3.5% | -11.2% |
| YTD | +4.0% | -0.7% | +4.7% | +2.2% |
| 1Y | +9.1% | -4.1% | +13.2% | +6.5% |
| 3Y | +52.3% | +148.9% | -96.7% | +32.6% |
| 5Y | +76.1% | +300.0% | -223.9% | +37.4% |
| 10Y | +280.6% | +994.3% | -713.7% | +114.1% |
| All | +280.6% | +908.7% | -628.1% | +114.1% |
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