+2,097.9%
CRM vs UEC
+65.7%
+2,032.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.0% | +4.5% | +0.1% |
| 7D | -8.1% | -4.3% | -3.8% | -7.7% |
| 30D | +23.1% | -3.8% | +26.9% | +23.4% |
| 3M | +42.5% | +17.0% | +25.6% | +39.1% |
| 6M | +25.3% | -23.9% | +49.2% | +26.7% |
| YTD | -7.8% | -5.7% | -2.2% | -9.8% |
| 1Y | +1.0% | -12.5% | +13.6% | -1.5% |
| 3Y | +10.0% | +136.5% | -126.5% | -8.5% |
| 5Y | -3.9% | +243.3% | -247.2% | -27.3% |
| 10Y | +233.2% | +939.6% | -706.5% | +95.2% |
| All | +2,097.9% | +65.7% | +2,032.1% | +1,033.5% |
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