-67.1%
CAPR vs UEC
+631.2%
-698.3%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -5.9% | -2.8% | -7.3% |
| 7D | +19.1% | +4.9% | +14.1% | +18.1% |
| 30D | +48.8% | -17.5% | +66.3% | +55.6% |
| 3M | +144.4% | -40.1% | +184.5% | +174.0% |
| 6M | -67.5% | -56.1% | -11.4% | -62.5% |
| YTD | -64.5% | -41.8% | -22.7% | -62.5% |
| 1Y | +74.4% | -44.8% | +119.3% | +85.3% |
| 3Y | +265.7% | +20.6% | +245.1% | +200.1% |
| 5Y | +196.0% | +24.3% | +171.6% | +120.1% |
| All | -67.1% | +631.2% | -698.3% | -84.1% |
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