+613.0%
CMS vs UEC
+4.1%
+609.0%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +6.8% | -8.9% | -2.4% |
| 7D | -1.3% | -10.2% | +8.9% | -1.0% |
| 30D | +6.3% | -26.9% | +33.2% | +7.4% |
| 3M | -2.1% | -35.7% | +33.6% | -0.7% |
| 6M | -5.1% | -56.1% | +51.0% | -2.7% |
| YTD | +1.3% | -40.8% | +42.0% | +2.2% |
| 1Y | -1.4% | -43.4% | +42.0% | -0.5% |
| 3Y | +36.9% | +25.4% | +11.6% | +31.5% |
| 5Y | +32.5% | +51.1% | -18.6% | +23.2% |
| 10Y | +126.8% | +695.4% | -568.6% | +83.6% |
| All | +613.0% | +4.1% | +609.0% | +428.1% |
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 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