+118.1%
COF vs UEC
+122.3%
-4.2%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.2% | +5.7% | +1.0% |
| 7D | -5.1% | -9.4% | +4.3% | -4.3% |
| 30D | -6.0% | -8.0% | +2.0% | -5.5% |
| 3M | +14.8% | -1.7% | +16.5% | +14.6% |
| 6M | +15.3% | -26.1% | +41.5% | +16.9% |
| YTD | -13.0% | -10.5% | -2.5% | -13.5% |
| 1Y | -5.7% | -13.3% | +7.6% | -6.9% |
| 3Y | +118.1% | +116.4% | +1.8% | +92.5% |
| All | +118.1% | +122.3% | -4.2% | +92.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling