+160.7%
CNH vs UEC
+908.7%
-748.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.4% | +4.6% | +2.6% |
| 7D | +1.8% | -0.2% | +2.0% | +1.8% |
| 30D | +32.6% | +1.9% | +30.7% | +31.8% |
| 3M | +29.4% | +8.9% | +20.5% | +26.6% |
| 6M | +26.0% | -14.5% | +40.4% | +26.6% |
| YTD | +52.2% | -0.7% | +52.9% | +48.1% |
| 1Y | +23.9% | -4.1% | +27.9% | +19.0% |
| 3Y | +10.1% | +148.9% | -138.8% | -15.1% |
| 5Y | +13.2% | +300.0% | -286.8% | -25.8% |
| 10Y | +160.7% | +994.3% | -833.7% | +21.9% |
| All | +160.7% | +908.7% | -748.0% | +21.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling