-61.5%
CSGP vs UEC
+42.4%
-103.9%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -9.9% | +8.2% | -0.9% |
| 7D | +13.9% | -20.5% | +34.4% | +15.8% |
| 30D | +16.0% | -35.9% | +51.9% | +19.9% |
| 3M | +6.1% | -39.6% | +45.6% | +9.8% |
| 6M | -8.2% | -55.3% | +47.1% | -3.2% |
| YTD | -52.3% | -44.5% | -7.8% | -51.4% |
| 1Y | -54.5% | -50.4% | -4.1% | -53.3% |
| 3Y | -58.6% | +12.1% | -70.7% | -64.0% |
| 5Y | -61.5% | +41.5% | -103.0% | -71.1% |
| All | -61.5% | +42.4% | -103.9% | -71.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling