+68.0%
CNH vs UEC
+424.5%
-356.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.3% | +3.8% | +4.0% |
| 7D | +23.3% | -6.9% | +30.2% | +24.5% |
| 30D | +33.5% | +7.6% | +25.8% | +31.7% |
| 3M | +32.7% | -18.4% | +51.1% | +35.1% |
| 6M | +22.2% | -23.3% | +45.4% | +24.7% |
| YTD | +57.7% | -1.2% | +58.9% | +54.1% |
| 1Y | +28.0% | +2.3% | +25.7% | +22.3% |
| 3Y | +11.5% | +162.3% | -150.7% | -12.3% |
| 5Y | +11.9% | +287.2% | -275.4% | -22.6% |
| 10Y | +162.8% | +1,009.6% | -846.8% | +34.5% |
| All | +68.0% | +424.5% | -356.6% | -14.1% |
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