+475.2%
COR vs UEC
+631.2%
-156.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.9% | +5.8% | +0.3% |
| 7D | +2.9% | +4.9% | -2.1% | +2.4% |
| 30D | +5.8% | -17.5% | +23.3% | +7.1% |
| 3M | +11.4% | -40.1% | +51.6% | +15.0% |
| 6M | +34.5% | -56.1% | +90.6% | +41.0% |
| YTD | +4.1% | -41.8% | +45.8% | +5.6% |
| 1Y | -3.1% | -44.8% | +41.7% | -1.7% |
| 3Y | +80.9% | +20.6% | +60.3% | +63.8% |
| 5Y | +195.1% | +24.3% | +170.8% | +151.5% |
| All | +475.2% | +631.2% | -156.0% | +232.8% |
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