+257.6%
CP vs UEC
+765.9%
-508.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +10.1% | -8.1% | +1.0% |
| 7D | +2.8% | +1.5% | +1.3% | +2.5% |
| 30D | +11.3% | -17.1% | +28.4% | +13.1% |
| 3M | +2.9% | -32.3% | +35.2% | +6.4% |
| 6M | +9.8% | -49.7% | +59.5% | +15.9% |
| YTD | +28.5% | -34.8% | +63.3% | +30.4% |
| 1Y | +33.5% | -37.5% | +71.0% | +35.5% |
| 3Y | +31.9% | +37.1% | -5.1% | +17.1% |
| 5Y | +25.5% | +44.3% | -18.8% | +4.3% |
| 10Y | +257.6% | +737.4% | -479.8% | +96.9% |
| All | +257.6% | +765.9% | -508.3% | +96.9% |
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