+2,747.0%
CMG vs UEC
+78.8%
+2,668.2%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.0% | -3.0% | -0.3% |
| 7D | -1.5% | +2.6% | -4.1% | -1.7% |
| 30D | +12.7% | +5.6% | +7.1% | +12.0% |
| 3M | +26.3% | -5.7% | +32.0% | +26.1% |
| 6M | +4.5% | -8.0% | +12.5% | +3.7% |
| YTD | -0.1% | +1.8% | -1.9% | -2.1% |
| 1Y | -6.8% | +0.6% | -7.4% | -9.4% |
| 3Y | -5.0% | +155.2% | -160.1% | -17.5% |
| 5Y | -3.0% | +305.8% | -308.8% | -22.2% |
| 10Y | +323.6% | +943.0% | -619.4% | +187.8% |
| All | +2,747.0% | +78.8% | +2,668.2% | +1,475.0% |
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