-37.7%
CAG vs UEC
+885.8%
-923.5%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.2% | +4.5% | -0.6% |
| 7D | -5.7% | -9.4% | +3.8% | -5.5% |
| 30D | -2.4% | -8.0% | +5.6% | -2.3% |
| 3M | +9.8% | -1.7% | +11.5% | +9.7% |
| 6M | -10.8% | -26.1% | +15.3% | -10.6% |
| YTD | -10.8% | -10.5% | -0.3% | -11.0% |
| 1Y | -19.0% | -13.3% | -5.7% | -19.3% |
| 3Y | -39.7% | +116.4% | -156.0% | -42.0% |
| 5Y | -43.0% | +225.5% | -268.5% | -47.4% |
| All | -37.7% | +885.8% | -923.5% | -47.2% |
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 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