+12.5%
COHR vs UEC
-20.9%
+33.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -5.0% | +1.6% | -0.5% |
| 7D | +10.9% | -4.3% | +15.1% | +13.7% |
| 30D | -10.8% | -3.8% | -6.9% | -9.9% |
| 3M | -17.4% | +17.0% | -34.3% | -26.3% |
| 6M | +12.5% | -23.9% | +36.4% | +28.7% |
| All | +12.5% | -20.9% | +33.4% | +28.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling