+45.4%
COF vs UEC
+273.6%
-228.2%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.0% | +3.2% | -1.1% |
| 7D | -6.1% | -4.3% | -1.8% | -5.6% |
| 30D | -5.2% | -3.8% | -1.3% | -4.9% |
| 3M | +17.0% | +17.0% | 0.0% | +14.0% |
| 6M | +12.9% | -23.9% | +36.8% | +14.8% |
| YTD | -13.5% | -5.7% | -7.9% | -15.2% |
| 1Y | -5.9% | -12.5% | +6.7% | -8.0% |
| 3Y | +117.1% | +136.5% | -19.4% | +72.8% |
| 5Y | +45.4% | +243.3% | -197.9% | +2.3% |
| All | +45.4% | +273.6% | -228.2% | +2.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling