+629.1%
CRS vs UEC
+146.8%
+482.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | +0.4% |
| 7D | -0.5% | -0.2% | -0.4% | -0.6% |
| 30D | -18.1% | +1.9% | -20.0% | -18.7% |
| 3M | -12.4% | +8.9% | -21.4% | -14.6% |
| 6M | +15.9% | -14.5% | +30.4% | +16.5% |
| YTD | +45.8% | -0.7% | +46.5% | +41.8% |
| 1Y | +87.8% | -4.1% | +91.8% | +79.3% |
| All | +629.1% | +146.8% | +482.2% | +433.6% |
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