+403.2%
COP vs UEC
+14.6%
+388.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +10.1% | -11.4% | -2.6% |
| 7D | -8.4% | +1.5% | -9.9% | -8.7% |
| 30D | +0.3% | -17.1% | +17.4% | +2.2% |
| 3M | +15.1% | -32.3% | +47.4% | +19.7% |
| 6M | +19.8% | -49.7% | +69.5% | +27.5% |
| YTD | +46.8% | -34.8% | +81.6% | +48.4% |
| 1Y | +59.7% | -37.5% | +97.3% | +61.4% |
| 3Y | +28.7% | +37.1% | -8.4% | +9.8% |
| 5Y | +110.7% | +44.3% | +66.4% | +67.3% |
| 10Y | +298.3% | +737.4% | -439.1% | +119.0% |
| All | +403.2% | +14.6% | +388.6% | +141.6% |
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