+47.2%
CAPR vs UEC
-46.3%
+93.5%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -4.9% | +13.1% | +10.8% |
| 7D | +43.2% | -13.8% | +57.0% | +53.8% |
| 30D | +14.7% | -23.1% | +37.8% | +29.8% |
| 3M | +113.9% | -31.5% | +145.4% | +154.8% |
| 6M | -73.4% | -51.5% | -21.9% | -64.1% |
| YTD | -69.1% | -38.4% | -30.7% | -82.2% |
| 1Y | +47.2% | -44.7% | +91.9% | -75.4% |
| All | +47.2% | -46.3% | +93.5% | -75.4% |
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