+571.0%
CRS vs UEC
+0.2%
+570.8%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.1% | -0.6% | -2.3% |
| 7D | +4.8% | -3.8% | +8.5% | +5.6% |
| 30D | -23.2% | -13.5% | -9.7% | -21.1% |
| 3M | -45.5% | -40.5% | -5.0% | -40.4% |
| 6M | -33.1% | -56.7% | +23.6% | -23.5% |
| YTD | -7.2% | -43.0% | +35.8% | -0.5% |
| 1Y | -10.0% | -42.5% | +32.5% | -4.1% |
| 3Y | +332.3% | +11.6% | +320.8% | +279.5% |
| 5Y | +801.9% | +21.8% | +780.1% | +615.5% |
| 10Y | +820.9% | +623.9% | +197.0% | +344.8% |
| All | +571.0% | +0.2% | +570.8% | +146.1% |
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 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