-4.7%
CMS vs UEC
-46.0%
+41.3%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.9% | +5.4% | -0.6% |
| 7D | -1.3% | +4.9% | -6.2% | -1.2% |
| 30D | +5.3% | -17.5% | +22.7% | +5.1% |
| 3M | -0.3% | -40.1% | +39.8% | -0.5% |
| 6M | -4.0% | -56.1% | +52.1% | -3.3% |
| YTD | +2.1% | -41.8% | +43.9% | +2.8% |
| 1Y | -4.7% | -44.8% | +40.1% | -4.4% |
| All | -4.7% | -46.0% | +41.3% | -4.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling