+402.4%
COP vs UEC
+73.5%
+328.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.3% | -1.1% |
| 7D | +3.0% | -6.9% | +9.9% | +3.9% |
| 30D | +17.5% | +7.6% | +9.8% | +16.0% |
| 3M | +13.4% | -18.4% | +31.7% | +14.8% |
| 6M | +17.7% | -23.3% | +41.0% | +18.4% |
| YTD | +46.6% | -1.2% | +47.8% | +41.5% |
| 1Y | +44.6% | +2.3% | +42.3% | +36.7% |
| 3Y | +20.7% | +162.3% | -141.6% | -5.2% |
| 5Y | +185.0% | +287.2% | -102.2% | +98.2% |
| 10Y | +347.0% | +1,009.6% | -662.6% | +137.9% |
| All | +402.4% | +73.5% | +328.8% | +130.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling