+493.6%
COR vs UEC
+623.0%
-129.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.3% |
| 7D | -1.2% | +0.6% | -1.7% | -1.3% |
| 30D | +7.6% | -18.1% | +25.8% | +8.9% |
| 3M | +5.0% | -36.9% | +41.9% | +8.0% |
| 6M | +35.3% | -56.1% | +91.4% | +41.9% |
| YTD | +4.2% | -38.1% | +42.3% | +5.3% |
| 1Y | -3.4% | -41.7% | +38.3% | -2.3% |
| 3Y | +81.1% | +28.2% | +52.9% | +63.4% |
| 5Y | +195.8% | +31.7% | +164.1% | +151.1% |
| 10Y | +493.6% | +685.9% | -192.3% | +241.2% |
| All | +493.6% | +623.0% | -129.4% | +241.2% |
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