-0.6%
CMS vs UEC
-47.1%
+46.5%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +6.8% | -8.1% | -1.3% |
| 7D | -0.5% | -10.2% | +9.7% | -0.6% |
| 30D | +7.2% | -26.9% | +34.1% | +7.1% |
| 3M | -1.3% | -35.7% | +34.4% | -1.4% |
| 6M | -4.3% | -56.1% | +51.8% | -3.6% |
| YTD | +2.1% | -40.8% | +42.8% | +2.8% |
| 1Y | -0.6% | -43.4% | +42.8% | +0.1% |
| All | -0.6% | -47.1% | +46.5% | +0.1% |
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