-39.3%
CAG vs UEC
+134.5%
-173.7%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -5.0% | +2.3% | -2.9% |
| 7D | -5.9% | -4.3% | -1.6% | -6.1% |
| 30D | -1.5% | -3.8% | +2.3% | -1.7% |
| 3M | +11.5% | +17.0% | -5.5% | +12.6% |
| 6M | -15.7% | -23.9% | +8.2% | -16.3% |
| YTD | -10.2% | -5.7% | -4.6% | -9.2% |
| 1Y | -18.1% | -12.5% | -5.5% | -17.0% |
| All | -39.3% | +134.5% | -173.7% | -35.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling