+414.9%
CSX vs UEC
+616.1%
-201.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.5% |
| 7D | +6.0% | -3.8% | +9.7% | +6.3% |
| 30D | +7.8% | -13.5% | +21.3% | +9.1% |
| 3M | +4.1% | -40.5% | +44.6% | +9.0% |
| 6M | +17.9% | -56.7% | +74.6% | +26.4% |
| YTD | +44.9% | -43.0% | +87.9% | +49.1% |
| 1Y | +51.1% | -42.5% | +93.7% | +54.7% |
| 3Y | +78.3% | +11.6% | +66.7% | +60.6% |
| 5Y | +58.1% | +21.8% | +36.3% | +31.6% |
| All | +414.9% | +616.1% | -201.2% | +174.6% |
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 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