+322.0%
CMG vs UEC
+885.8%
-563.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.2% | +5.4% | +0.8% |
| 7D | -2.1% | -9.4% | +7.4% | -1.0% |
| 30D | +10.9% | -8.0% | +18.9% | +11.6% |
| 3M | +15.8% | -1.7% | +17.5% | +15.5% |
| 6M | +6.9% | -26.1% | +33.1% | +8.5% |
| YTD | -2.2% | -10.5% | +8.4% | -3.5% |
| 1Y | -7.1% | -13.3% | +6.2% | -9.2% |
| 3Y | -7.1% | +116.4% | -123.5% | -22.4% |
| 5Y | -4.8% | +225.5% | -230.3% | -28.8% |
| All | +322.0% | +885.8% | -563.8% | +129.9% |
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