+65.2%
CSGP vs UEC
+704.7%
-639.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +6.8% | -11.5% | -5.2% |
| 7D | +1.3% | -10.2% | +11.5% | +2.1% |
| 30D | +10.7% | -26.9% | +37.6% | +13.2% |
| 3M | +3.3% | -35.7% | +39.0% | +6.5% |
| 6M | -10.3% | -56.1% | +45.8% | -5.2% |
| YTD | -54.6% | -40.8% | -13.8% | -53.8% |
| 1Y | -54.6% | -43.4% | -11.3% | -53.9% |
| 3Y | -60.3% | +25.4% | -85.7% | -64.6% |
| 5Y | -63.3% | +51.1% | -114.4% | -69.7% |
| All | +65.2% | +704.7% | -639.4% | +10.3% |
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