-77.3%
CAPR vs UEC
+908.7%
-986.0%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.4% | -2.2% | -4.1% |
| 7D | -12.6% | -0.2% | -12.5% | -12.6% |
| 30D | +124.4% | +1.9% | +122.5% | +123.0% |
| 3M | -66.8% | +8.9% | -75.7% | -68.6% |
| 6M | -71.8% | -14.5% | -57.3% | -72.2% |
| YTD | -70.1% | -0.7% | -69.4% | -72.0% |
| 1Y | +33.3% | -4.1% | +37.4% | +22.7% |
| 3Y | +36.7% | +148.9% | -112.2% | -3.7% |
| 5Y | +72.5% | +300.0% | -227.5% | -3.2% |
| 10Y | -77.3% | +994.3% | -1,071.6% | -90.3% |
| All | -77.3% | +908.7% | -986.0% | -90.3% |
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 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