-4.1%
CMG vs UEC
+21.1%
-25.2%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +0.5% |
| 7D | +2.5% | -3.8% | +6.2% | +2.9% |
| 30D | +15.6% | -13.5% | +29.1% | +17.0% |
| 3M | +8.2% | -40.5% | +48.7% | +13.7% |
| 6M | +9.9% | -56.7% | +66.5% | +18.4% |
| YTD | -4.6% | -43.0% | +38.3% | -2.0% |
| 1Y | +12.4% | -42.5% | +55.0% | +14.8% |
| 3Y | -18.0% | +11.6% | -29.5% | -28.6% |
| All | -4.1% | +21.1% | -25.2% | -25.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling