+318.0%
COP vs UEC
+617.0%
-299.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.9% | +6.7% | +1.7% |
| 7D | -6.1% | -5.2% | -0.9% | -5.6% |
| 30D | +1.1% | -22.0% | +23.1% | +4.4% |
| 3M | +10.9% | -37.0% | +47.9% | +17.5% |
| 6M | +20.8% | -52.7% | +73.5% | +31.4% |
| YTD | +48.0% | -38.6% | +86.7% | +50.7% |
| 1Y | +58.5% | -44.6% | +103.1% | +62.9% |
| 3Y | +28.1% | +27.1% | +1.0% | +3.5% |
| 5Y | +120.5% | +37.9% | +82.6% | +59.0% |
| All | +318.0% | +617.0% | -299.0% | +60.3% |
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 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