+11.8%
CRM vs UEC
+122.3%
-110.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -5.2% | +7.1% | +2.2% |
| 7D | -4.4% | -9.4% | +5.0% | -4.0% |
| 30D | +28.1% | -8.0% | +36.2% | +28.6% |
| 3M | +48.8% | -1.7% | +50.5% | +48.8% |
| 6M | +28.3% | -26.1% | +54.4% | +29.6% |
| YTD | -6.0% | -10.5% | +4.5% | -6.9% |
| 1Y | +1.4% | -13.3% | +14.7% | -0.4% |
| 3Y | +11.8% | +116.4% | -104.5% | -3.7% |
| All | +11.8% | +122.3% | -110.5% | -3.7% |
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