+108.5%
CSCO vs UEC
+156.3%
-47.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.0% | -3.1% | -0.3% |
| 7D | -0.5% | +2.6% | -3.1% | -0.7% |
| 30D | -10.1% | +5.6% | -15.7% | -10.6% |
| 3M | -11.7% | -5.7% | -6.0% | -11.8% |
| 6M | +40.1% | -8.0% | +48.1% | +39.4% |
| YTD | +43.8% | +1.8% | +42.0% | +42.2% |
| 1Y | +66.6% | +0.6% | +66.0% | +63.8% |
| 3Y | +108.5% | +155.2% | -46.6% | +89.1% |
| All | +108.5% | +156.3% | -47.7% | +89.1% |
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 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