+60.0%
CSGP vs UEC
+616.1%
-556.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.1% | +4.9% | +3.0% |
| 7D | +1.3% | -3.8% | +5.1% | +1.6% |
| 30D | +2.8% | -13.5% | +16.3% | +3.7% |
| 3M | -6.3% | -40.5% | +34.2% | -2.7% |
| 6M | -3.2% | -56.7% | +53.5% | +2.5% |
| YTD | -54.0% | -43.0% | -11.0% | -53.1% |
| 1Y | -54.8% | -42.5% | -12.3% | -54.1% |
| 3Y | -60.6% | +11.6% | -72.1% | -64.4% |
| 5Y | -62.6% | +21.8% | -84.4% | -68.5% |
| All | +60.0% | +616.1% | -556.1% | +4.7% |
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