+132.3%
CMS vs UEC
+765.9%
-633.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +10.1% | -9.6% | +0.2% |
| 7D | -0.9% | +1.5% | -2.4% | -1.0% |
| 30D | +7.1% | -17.1% | +24.1% | +7.6% |
| 3M | -1.3% | -32.3% | +31.0% | -0.2% |
| 6M | -2.7% | -49.7% | +47.1% | -0.8% |
| YTD | +2.6% | -34.8% | +37.4% | +3.1% |
| 1Y | -2.0% | -37.5% | +35.5% | -1.5% |
| 3Y | +39.6% | +37.1% | +2.6% | +33.4% |
| 5Y | +35.3% | +44.3% | -9.0% | +25.8% |
| 10Y | +132.3% | +737.4% | -605.0% | +82.5% |
| All | +132.3% | +765.9% | -633.6% | +82.5% |
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