+43.0%
CNH vs UEC
+225.9%
-182.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -5.9% | +1.5% | -3.5% |
| 7D | +4.5% | -5.2% | +9.7% | +5.3% |
| 30D | +7.6% | -22.0% | +29.6% | +11.1% |
| 3M | +17.0% | -37.0% | +54.0% | +23.9% |
| 6M | +12.9% | -52.7% | +65.6% | +23.4% |
| YTD | +34.3% | -38.6% | +72.9% | +39.6% |
| 1Y | +28.5% | -44.6% | +73.1% | +34.8% |
| 3Y | +31.9% | +27.1% | +4.7% | +15.1% |
| 5Y | -9.6% | +37.9% | -47.5% | -27.4% |
| 10Y | +106.3% | +631.6% | -525.3% | +11.8% |
| All | +43.0% | +225.9% | -182.9% | -22.1% |
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