+98.3%
CRS vs UEC
-1.0%
+99.3%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.6% |
| 7D | -0.2% | -6.9% | +6.7% | +0.9% |
| 30D | -16.6% | +7.6% | -24.3% | -17.7% |
| 3M | -3.5% | -18.4% | +14.9% | -1.6% |
| 6M | +15.4% | -23.3% | +38.7% | +17.0% |
| YTD | +51.2% | -1.2% | +52.4% | +51.3% |
| 1Y | +98.3% | +2.3% | +96.0% | +97.1% |
| All | +98.3% | -1.0% | +99.3% | +97.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling