+71.6%
CRH vs UEC
+122.3%
-50.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.2% | +6.2% | +1.6% |
| 7D | -6.1% | -9.4% | +3.4% | -5.0% |
| 30D | -9.3% | -8.0% | -1.3% | -8.6% |
| 3M | -15.2% | -1.7% | -13.5% | -15.4% |
| 6M | -14.2% | -26.1% | +11.9% | -12.6% |
| YTD | -28.3% | -10.5% | -17.7% | -28.8% |
| 1Y | -21.8% | -13.3% | -8.5% | -23.1% |
| 3Y | +71.6% | +116.4% | -44.7% | +40.4% |
| All | +71.6% | +122.3% | -50.7% | +40.4% |
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