+337.5%
COP vs UEC
+939.6%
-602.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.0% | +5.4% | +1.1% |
| 7D | +1.0% | -4.3% | +5.2% | +1.6% |
| 30D | +9.6% | -3.8% | +13.4% | +9.7% |
| 3M | +15.0% | +17.0% | -1.9% | +10.7% |
| 6M | +21.8% | -23.9% | +45.6% | +22.9% |
| YTD | +49.6% | -5.7% | +55.3% | +43.8% |
| 1Y | +49.9% | -12.5% | +62.4% | +42.8% |
| 3Y | +22.6% | +136.5% | -113.9% | -10.4% |
| 5Y | +193.6% | +243.3% | -49.7% | +79.0% |
| All | +337.5% | +939.6% | -602.1% | +64.5% |
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 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