+124.5%
COST vs UEC
+21.1%
+103.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.1% | +3.3% | +1.4% |
| 7D | +5.0% | -3.8% | +8.8% | +5.2% |
| 30D | +12.8% | -13.5% | +26.3% | +13.5% |
| 3M | +15.2% | -40.5% | +55.7% | +18.2% |
| 6M | +7.4% | -56.7% | +64.1% | +12.0% |
| YTD | +29.0% | -43.0% | +72.0% | +30.5% |
| 1Y | +20.3% | -42.5% | +62.8% | +21.1% |
| 3Y | +99.0% | +11.6% | +87.4% | +78.7% |
| All | +124.5% | +21.1% | +103.4% | +83.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling