+260.5%
CP vs UEC
+616.1%
-355.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | -0.3% |
| 7D | +2.1% | -3.8% | +5.9% | +2.5% |
| 30D | +9.3% | -13.5% | +22.8% | +10.6% |
| 3M | +0.5% | -40.5% | +40.9% | +5.2% |
| 6M | +10.4% | -56.7% | +67.1% | +18.4% |
| YTD | +28.7% | -43.0% | +71.7% | +32.3% |
| 1Y | +33.2% | -42.5% | +75.7% | +36.3% |
| 3Y | +38.4% | +11.6% | +26.9% | +25.6% |
| 5Y | +26.2% | +21.8% | +4.4% | +6.7% |
| All | +260.5% | +616.1% | -355.6% | +105.2% |
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