+28.7%
COP vs UEC
+37.5%
-8.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +10.1% | -11.4% | -1.4% |
| 7D | -8.4% | +1.5% | -9.9% | -8.5% |
| 30D | +0.3% | -17.1% | +17.4% | +0.5% |
| 3M | +15.1% | -32.3% | +47.4% | +15.6% |
| 6M | +19.8% | -49.7% | +69.5% | +21.4% |
| YTD | +46.8% | -34.8% | +81.6% | +45.8% |
| 1Y | +59.7% | -37.5% | +97.3% | +58.5% |
| 3Y | +28.7% | +37.1% | -8.4% | +11.1% |
| All | +28.7% | +37.5% | -8.8% | +11.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling