+60.2%
CAG vs UEC
+78.8%
-18.6%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.0% | -4.5% | -1.5% |
| 7D | -5.3% | +2.6% | -7.9% | -5.3% |
| 30D | +1.0% | +5.6% | -4.6% | +0.8% |
| 3M | +17.4% | -5.7% | +23.1% | +17.3% |
| 6M | -16.8% | -8.0% | -8.8% | -17.0% |
| YTD | -6.8% | +1.8% | -8.6% | -7.3% |
| 1Y | -15.4% | +0.6% | -16.0% | -16.1% |
| 3Y | -37.1% | +155.2% | -192.2% | -40.1% |
| 5Y | -41.3% | +305.8% | -347.1% | -46.1% |
| 10Y | -35.5% | +943.0% | -978.4% | -45.4% |
| All | +60.2% | +78.8% | -18.6% | +24.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling