+62.6%
CSGP vs UEC
+623.0%
-560.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.3% |
| 7D | -7.1% | +0.6% | -7.6% | -7.2% |
| 30D | +3.6% | -18.1% | +21.7% | +5.0% |
| 3M | -2.7% | -36.9% | +34.2% | +0.5% |
| 6M | -8.0% | -56.1% | +48.1% | -2.7% |
| YTD | -55.0% | -38.1% | -16.9% | -54.4% |
| 1Y | -55.8% | -41.7% | -14.1% | -55.1% |
| 3Y | -62.0% | +28.2% | -90.2% | -66.2% |
| 5Y | -62.9% | +31.7% | -94.6% | -69.0% |
| 10Y | +62.6% | +685.9% | -623.3% | +5.6% |
| All | +62.6% | +623.0% | -560.4% | +5.6% |
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 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