+190.5%
COPX vs UEC
+277.1%
-86.6%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.7% |
| 7D | -4.0% | -6.9% | +3.0% | -2.4% |
| 30D | +4.5% | +7.6% | -3.1% | +2.6% |
| 3M | +0.8% | -18.4% | +19.2% | +4.7% |
| 6M | +3.2% | -23.3% | +26.5% | +7.9% |
| YTD | +26.7% | -1.2% | +27.9% | +25.0% |
| 1Y | +85.7% | +2.3% | +83.4% | +78.4% |
| 3Y | +151.2% | +162.3% | -11.1% | +84.8% |
| 5Y | +170.0% | +287.2% | -117.3% | +64.6% |
| 10Y | +572.9% | +1,009.6% | -436.7% | +161.7% |
| All | +190.5% | +277.1% | -86.6% | -0.5% |
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