+993.3%
CRS vs UEC
+73.5%
+919.8%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.6% |
| 7D | -0.2% | -6.9% | +6.7% | +1.1% |
| 30D | -16.6% | +7.6% | -24.3% | -18.1% |
| 3M | -3.5% | -18.4% | +14.9% | -1.2% |
| 6M | +15.4% | -23.3% | +38.7% | +18.5% |
| YTD | +51.2% | -1.2% | +52.4% | +46.9% |
| 1Y | +98.3% | +2.3% | +96.0% | +87.4% |
| 3Y | +651.5% | +162.3% | +489.3% | +461.5% |
| 5Y | +1,411.1% | +287.2% | +1,123.9% | +859.7% |
| 10Y | +1,424.3% | +1,009.6% | +414.7% | +578.8% |
| All | +993.3% | +73.5% | +919.8% | +263.2% |
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