+409.6%
COR vs UEC
+933.9%
-524.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.0% | -4.9% | -2.1% |
| 7D | -1.9% | +2.6% | -4.5% | -2.1% |
| 30D | +1.5% | +5.6% | -4.1% | +0.9% |
| 3M | +18.7% | -5.7% | +24.4% | +18.4% |
| 6M | -9.0% | -8.0% | -1.0% | -9.9% |
| YTD | -3.3% | +1.8% | -5.1% | -5.4% |
| 1Y | +9.8% | +0.6% | +9.2% | +6.5% |
| 3Y | +87.4% | +155.2% | -67.8% | +59.9% |
| 5Y | +180.5% | +305.8% | -125.3% | +112.3% |
| All | +409.6% | +933.9% | -524.3% | +177.1% |
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