+36.9%
CMS vs UEC
+19.3%
+17.6%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +6.8% | -8.9% | -2.1% |
| 7D | -1.3% | -10.2% | +8.9% | -1.4% |
| 30D | +6.3% | -26.9% | +33.2% | +6.3% |
| 3M | -2.1% | -35.7% | +33.6% | -2.1% |
| 6M | -5.1% | -56.1% | +51.0% | -4.9% |
| YTD | +1.3% | -40.8% | +42.0% | +1.4% |
| 1Y | -1.4% | -43.4% | +42.0% | -1.2% |
| 3Y | +36.9% | +25.4% | +11.6% | +36.7% |
| All | +36.9% | +19.3% | +17.6% | +36.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling