+416.3%
CME vs UEC
+73.5%
+342.8%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.5% | -0.3% |
| 7D | -1.6% | -6.9% | +5.4% | -1.1% |
| 30D | +6.2% | +7.6% | -1.4% | +5.5% |
| 3M | +10.4% | -18.4% | +28.8% | +11.2% |
| 6M | -9.5% | -23.3% | +13.7% | -9.1% |
| YTD | +6.0% | -1.2% | +7.2% | +4.2% |
| 1Y | +9.3% | +2.3% | +7.0% | +6.3% |
| 3Y | +57.7% | +162.3% | -104.6% | +38.4% |
| 5Y | +77.7% | +287.2% | -209.6% | +44.0% |
| 10Y | +281.2% | +1,009.6% | -728.4% | +156.1% |
| All | +416.3% | +73.5% | +342.8% | +204.4% |
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