-14.0%
COMP vs UEC
+41.6%
-55.7%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +10.1% | -4.4% | +2.9% |
| 7D | +14.5% | +1.5% | +13.1% | +14.0% |
| 30D | +14.9% | -17.1% | +32.0% | +20.5% |
| 3M | -14.2% | -32.3% | +18.1% | -5.8% |
| 6M | +23.7% | -49.7% | +73.5% | +44.9% |
| YTD | +2.1% | -34.8% | +36.8% | +9.5% |
| 1Y | +26.2% | -37.5% | +63.7% | +35.5% |
| 3Y | +470.9% | +37.1% | +433.8% | +295.7% |
| 5Y | -14.0% | +44.3% | -58.3% | -52.8% |
| All | -14.0% | +41.6% | -55.7% | -52.8% |
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