+411.5%
CAH vs UEC
+616.1%
-204.6%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.1% | +3.1% | +1.2% |
| 7D | +3.5% | -3.8% | +7.2% | +3.7% |
| 30D | +13.5% | -13.5% | +27.0% | +14.5% |
| 3M | +21.8% | -40.5% | +62.3% | +26.4% |
| 6M | +51.5% | -56.7% | +108.2% | +60.1% |
| YTD | +38.1% | -43.0% | +81.1% | +40.6% |
| 1Y | +37.7% | -42.5% | +80.2% | +39.6% |
| 3Y | +179.6% | +11.6% | +168.1% | +152.2% |
| 5Y | +504.9% | +21.8% | +483.2% | +406.7% |
| All | +411.5% | +616.1% | -204.6% | +183.1% |
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