+194.8%
COHR vs UEC
-1.0%
+195.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.3% | +6.3% | +6.5% |
| 7D | +1.0% | -6.9% | +7.9% | +4.1% |
| 30D | -14.1% | +7.6% | -21.8% | -17.5% |
| 3M | -33.2% | -18.4% | -14.8% | -28.5% |
| 6M | +2.5% | -23.3% | +25.8% | +10.6% |
| YTD | +52.7% | -1.2% | +53.9% | +59.2% |
| 1Y | +194.8% | +2.3% | +192.5% | +196.5% |
| All | +194.8% | -1.0% | +195.8% | +196.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling