+1,798.8%
COR vs UEC
+73.5%
+1,725.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.1% | -1.9% |
| 7D | +2.8% | -6.9% | +9.7% | +3.2% |
| 30D | +4.5% | +7.6% | -3.1% | +4.0% |
| 3M | +22.7% | -18.4% | +41.1% | +23.4% |
| 6M | -9.7% | -23.3% | +13.5% | -9.4% |
| YTD | -1.4% | -1.2% | -0.2% | -2.8% |
| 1Y | +13.9% | +2.3% | +11.6% | +11.4% |
| 3Y | +94.0% | +162.3% | -68.3% | +74.5% |
| 5Y | +184.0% | +287.2% | -103.2% | +140.2% |
| 10Y | +406.8% | +1,009.6% | -602.9% | +273.8% |
| All | +1,798.8% | +73.5% | +1,725.3% | +1,059.8% |
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 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