+336.7%
COP vs UEC
+616.1%
-279.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.1% | +3.6% | +1.9% |
| 7D | +4.4% | -3.8% | +8.2% | +4.8% |
| 30D | 0.0% | -13.5% | +13.5% | +1.6% |
| 3M | +15.0% | -40.5% | +55.5% | +22.8% |
| 6M | +22.0% | -56.7% | +78.7% | +34.6% |
| YTD | +55.3% | -43.0% | +98.3% | +59.8% |
| 1Y | +64.1% | -42.5% | +106.7% | +67.3% |
| 3Y | +34.1% | +11.6% | +22.5% | +10.7% |
| 5Y | +133.4% | +21.8% | +111.6% | +72.0% |
| All | +336.7% | +616.1% | -279.4% | +72.2% |
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