+427.3%
CSX vs UEC
+704.7%
-277.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +6.8% | -10.2% | -4.1% |
| 7D | -5.5% | -10.2% | +4.7% | -4.6% |
| 30D | +4.9% | -26.9% | +31.9% | +8.0% |
| 3M | -2.9% | -35.7% | +32.8% | +1.0% |
| 6M | +8.3% | -56.1% | +64.5% | +16.1% |
| YTD | +36.7% | -40.8% | +77.5% | +40.2% |
| 1Y | +41.5% | -43.4% | +84.9% | +45.2% |
| 3Y | +68.6% | +25.4% | +43.3% | +49.9% |
| 5Y | +48.4% | +51.1% | -2.6% | +20.1% |
| All | +427.3% | +704.7% | -277.3% | +173.7% |
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