+55.6%
CSGP vs UEC
+631.2%
-575.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.9% | +5.4% | -0.1% |
| 7D | -6.1% | +4.9% | -11.0% | -6.5% |
| 30D | +0.3% | -17.5% | +17.8% | +1.6% |
| 3M | -1.3% | -40.1% | +38.8% | +2.4% |
| 6M | -8.9% | -56.1% | +47.2% | -3.6% |
| YTD | -55.2% | -41.8% | -13.5% | -54.4% |
| 1Y | -56.4% | -44.8% | -11.6% | -55.5% |
| 3Y | -62.2% | +20.6% | -82.8% | -66.2% |
| 5Y | -63.7% | +24.3% | -88.0% | -69.5% |
| All | +55.6% | +631.2% | -575.6% | +1.6% |
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