+143.3%
CNP vs UEC
+696.7%
-553.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.9% | +7.0% | +1.5% |
| 7D | -3.0% | -5.2% | +2.1% | -2.7% |
| 30D | +6.8% | -22.0% | +28.8% | +8.6% |
| 3M | +3.6% | -37.0% | +40.6% | +6.7% |
| 6M | 0.0% | -52.7% | +52.7% | +4.4% |
| YTD | +9.4% | -38.6% | +48.0% | +10.9% |
| 1Y | +6.8% | -44.6% | +51.4% | +8.8% |
| 3Y | +64.2% | +27.1% | +37.0% | +49.5% |
| 5Y | +76.0% | +37.9% | +38.1% | +50.8% |
| 10Y | +143.3% | +631.6% | -488.3% | +43.5% |
| All | +143.3% | +696.7% | -553.3% | +43.5% |
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 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