+61.8%
CME vs UEC
+27.4%
+34.4%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.9% | +7.4% | +1.3% |
| 7D | +1.7% | -5.2% | +6.8% | +1.5% |
| 30D | +10.2% | -22.0% | +32.1% | +9.6% |
| 3M | +17.8% | -37.0% | +54.8% | +16.6% |
| 6M | +11.0% | -52.7% | +63.7% | +9.8% |
| YTD | +17.0% | -38.6% | +55.7% | +16.4% |
| 1Y | +15.8% | -44.6% | +60.4% | +15.0% |
| 3Y | +61.8% | +27.1% | +34.6% | +58.3% |
| All | +61.8% | +27.4% | +34.4% | +58.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling