+554.3%
CSGP vs UEC
+73.5%
+480.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.3% | -2.7% | -2.5% |
| 7D | -4.1% | -6.9% | +2.9% | -3.5% |
| 30D | +2.3% | +7.6% | -5.3% | +1.5% |
| 3M | -8.2% | -18.4% | +10.2% | -7.3% |
| 6M | -35.1% | -23.3% | -11.8% | -34.6% |
| YTD | -54.0% | -1.2% | -52.8% | -55.0% |
| 1Y | -65.3% | +2.3% | -67.6% | -66.4% |
| 3Y | -62.6% | +162.3% | -224.8% | -67.9% |
| 5Y | -64.8% | +287.2% | -352.1% | -72.1% |
| 10Y | +45.1% | +1,009.6% | -964.5% | -5.1% |
| All | +554.3% | +73.5% | +480.8% | +286.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling