+942.5%
CRDO vs UEC
+122.3%
+820.2%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.2% | +6.8% | +3.5% |
| 7D | -4.5% | -9.4% | +5.0% | -1.1% |
| 30D | -39.2% | -8.0% | -31.2% | -37.8% |
| 3M | -38.5% | -1.7% | -36.8% | -38.5% |
| 6M | +40.6% | -26.1% | +66.7% | +49.9% |
| YTD | +13.2% | -10.5% | +23.8% | +9.0% |
| 1Y | +2.3% | -13.3% | +15.6% | -3.7% |
| 3Y | +942.5% | +116.4% | +826.2% | +621.0% |
| All | +942.5% | +122.3% | +820.2% | +621.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling