+287.5%
CAH vs UEC
+885.8%
-598.4%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.2% | +4.6% | -0.2% |
| 7D | -5.1% | -9.4% | +4.3% | -4.3% |
| 30D | +0.2% | -8.0% | +8.2% | +0.7% |
| 3M | +6.3% | -1.7% | +8.0% | +5.9% |
| 6M | +9.4% | -26.1% | +35.5% | +10.5% |
| YTD | +15.0% | -10.5% | +25.5% | +13.3% |
| 1Y | +55.4% | -13.3% | +68.7% | +52.0% |
| 3Y | +173.8% | +116.4% | +57.5% | +132.3% |
| 5Y | +395.2% | +225.5% | +169.7% | +271.8% |
| All | +287.5% | +885.8% | -598.4% | +103.7% |
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