+605.6%
CMS vs UEC
+73.5%
+532.1%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.2% |
| 7D | +0.4% | -6.9% | +7.3% | +0.6% |
| 30D | -3.6% | +7.6% | -11.2% | -4.0% |
| 3M | -1.9% | -18.4% | +16.5% | -1.5% |
| 6M | -11.0% | -23.3% | +12.3% | -10.6% |
| YTD | +0.2% | -1.2% | +1.4% | -0.6% |
| 1Y | -1.3% | +2.3% | -3.6% | -2.7% |
| 3Y | +35.9% | +162.3% | -126.3% | +26.9% |
| 5Y | +23.1% | +287.2% | -264.2% | +10.1% |
| 10Y | +117.9% | +1,009.6% | -891.7% | +74.5% |
| All | +605.6% | +73.5% | +532.1% | +413.5% |
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 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