+393.6%
COHR vs UEC
+198.6%
+195.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -5.2% | +9.3% | +5.7% |
| 7D | +8.3% | -9.4% | +17.8% | +11.5% |
| 30D | -14.1% | -8.0% | -6.1% | -12.5% |
| 3M | -16.0% | -1.7% | -14.3% | -15.8% |
| 6M | +21.5% | -26.1% | +47.6% | +31.4% |
| YTD | +65.4% | -10.5% | +76.0% | +69.9% |
| 1Y | +195.0% | -13.3% | +208.3% | +198.1% |
| 3Y | +830.2% | +116.4% | +713.8% | +614.2% |
| All | +393.6% | +198.6% | +195.0% | +219.3% |
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