-19.0%
CAG vs UEC
-16.4%
-2.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.2% | +4.5% | -0.8% |
| 7D | -5.7% | -9.4% | +3.8% | -6.0% |
| 30D | -2.4% | -8.0% | +5.6% | -2.7% |
| 3M | +9.8% | -1.7% | +11.5% | +10.0% |
| 6M | -10.8% | -26.1% | +15.3% | -11.4% |
| YTD | -10.8% | -10.5% | -0.3% | -9.3% |
| 1Y | -19.0% | -13.3% | -5.7% | -16.0% |
| All | -19.0% | -16.4% | -2.6% | -16.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling