+935.4%
CP vs UEC
+4.1%
+931.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +6.8% | -8.5% | -2.4% |
| 7D | +2.8% | -10.2% | +13.0% | +3.8% |
| 30D | +10.2% | -26.9% | +37.1% | +13.4% |
| 3M | +2.4% | -35.7% | +38.0% | +6.4% |
| 6M | +7.7% | -56.1% | +63.8% | +15.3% |
| YTD | +26.0% | -40.8% | +66.7% | +29.3% |
| 1Y | +34.6% | -43.4% | +78.0% | +38.2% |
| 3Y | +26.7% | +25.4% | +1.3% | +14.5% |
| 5Y | +24.9% | +51.1% | -26.2% | +4.5% |
| 10Y | +258.6% | +695.4% | -436.8% | +118.1% |
| All | +935.4% | +4.1% | +931.3% | +394.0% |
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