+242.0%
COF vs UEC
+885.8%
-643.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.2% | +5.7% | +1.3% |
| 7D | -5.1% | -9.4% | +4.3% | -3.8% |
| 30D | -6.0% | -8.0% | +2.0% | -5.2% |
| 3M | +14.8% | -1.7% | +16.5% | +14.3% |
| 6M | +15.3% | -26.1% | +41.5% | +18.0% |
| YTD | -13.0% | -10.5% | -2.5% | -14.3% |
| 1Y | -5.7% | -13.3% | +7.6% | -8.2% |
| 3Y | +118.1% | +116.4% | +1.8% | +72.3% |
| 5Y | +46.2% | +225.5% | -179.3% | -1.6% |
| All | +242.0% | +885.8% | -643.8% | +48.3% |
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