+565.2%
COPX vs UEC
+885.8%
-320.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.2% | +5.1% | +1.1% |
| 7D | -2.3% | -9.4% | +7.1% | -0.1% |
| 30D | +0.3% | -8.0% | +8.3% | +2.0% |
| 3M | +6.8% | -1.7% | +8.5% | +6.9% |
| 6M | +7.9% | -26.1% | +34.1% | +14.1% |
| YTD | +23.7% | -10.5% | +34.3% | +24.9% |
| 1Y | +71.5% | -13.3% | +84.8% | +71.1% |
| 3Y | +149.1% | +116.4% | +32.7% | +89.5% |
| 5Y | +167.3% | +225.5% | -58.2% | +66.8% |
| All | +565.2% | +885.8% | -320.6% | +162.1% |
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 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