+377.3%
CSCO vs UEC
+908.7%
-531.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.7% | +0.5% |
| 7D | 0.0% | -0.2% | +0.1% | 0.0% |
| 30D | -10.7% | +1.9% | -12.7% | -11.0% |
| 3M | -8.7% | +8.9% | -17.7% | -9.9% |
| 6M | +44.9% | -14.5% | +59.4% | +45.2% |
| YTD | +44.1% | -0.7% | +44.8% | +41.7% |
| 1Y | +65.9% | -4.1% | +69.9% | +62.0% |
| 3Y | +109.0% | +148.9% | -39.9% | +78.6% |
| 5Y | +114.8% | +300.0% | -185.2% | +63.5% |
| 10Y | +377.3% | +994.3% | -617.0% | +175.9% |
| All | +377.3% | +908.7% | -531.4% | +175.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling