-58.4%
CSGP vs UEC
+11.7%
-70.1%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -9.9% | +8.2% | -1.6% |
| 7D | +13.9% | -20.5% | +34.4% | +14.0% |
| 30D | +16.0% | -35.9% | +51.9% | +16.6% |
| 3M | +6.1% | -39.6% | +45.6% | +6.6% |
| 6M | -8.2% | -55.3% | +47.1% | -7.0% |
| YTD | -52.3% | -44.5% | -7.8% | -52.2% |
| 1Y | -54.5% | -50.4% | -4.1% | -54.2% |
| All | -58.4% | +11.7% | -70.1% | -61.2% |
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