+1,298.9%
COHR vs UEC
+885.8%
+413.0%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -5.2% | +9.3% | +5.5% |
| 7D | +8.3% | -9.4% | +17.8% | +11.0% |
| 30D | -14.1% | -8.0% | -6.1% | -12.7% |
| 3M | -16.0% | -1.7% | -14.3% | -15.7% |
| 6M | +21.5% | -26.1% | +47.6% | +30.1% |
| YTD | +65.4% | -10.5% | +76.0% | +69.2% |
| 1Y | +195.0% | -13.3% | +208.3% | +197.9% |
| 3Y | +830.2% | +116.4% | +713.8% | +636.3% |
| 5Y | +397.1% | +225.5% | +171.6% | +226.0% |
| All | +1,298.9% | +885.8% | +413.0% | +522.2% |
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