+262.2%
CP vs UEC
+631.2%
-369.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.9% | +6.8% | +1.5% |
| 7D | +0.9% | +4.9% | -4.0% | +0.3% |
| 30D | +10.3% | -17.5% | +27.8% | +12.1% |
| 3M | +2.3% | -40.1% | +42.4% | +7.0% |
| 6M | +10.7% | -56.1% | +66.8% | +18.6% |
| YTD | +29.3% | -41.8% | +71.1% | +32.7% |
| 1Y | +31.5% | -44.8% | +76.3% | +35.1% |
| 3Y | +36.7% | +20.6% | +16.2% | +23.0% |
| 5Y | +26.8% | +24.3% | +2.5% | +7.0% |
| All | +262.2% | +631.2% | -369.0% | +105.8% |
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