+926.7%
CP vs UEC
+73.5%
+853.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | +0.1% | +0.3% |
| 7D | -2.7% | -6.9% | +4.3% | -2.0% |
| 30D | +0.2% | +7.6% | -7.5% | -0.8% |
| 3M | +2.6% | -18.4% | +21.0% | +3.8% |
| 6M | +6.0% | -23.3% | +29.2% | +7.1% |
| YTD | +24.9% | -1.2% | +26.1% | +22.2% |
| 1Y | +20.1% | +2.3% | +17.8% | +15.8% |
| 3Y | +16.4% | +162.3% | -145.9% | -2.4% |
| 5Y | +31.7% | +287.2% | -255.5% | -0.4% |
| 10Y | +223.9% | +1,009.6% | -785.8% | +90.9% |
| All | +926.7% | +73.5% | +853.2% | +366.9% |
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 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