-64.7%
CAPR vs UEC
+765.9%
-830.6%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +10.1% | -0.7% | +7.1% |
| 7D | +36.0% | +1.5% | +34.6% | +35.5% |
| 30D | +25.8% | -17.1% | +42.9% | +31.2% |
| 3M | +140.8% | -32.3% | +173.2% | +161.8% |
| 6M | -67.6% | -49.7% | -17.8% | -63.9% |
| YTD | -65.9% | -34.8% | -31.1% | -64.9% |
| 1Y | +66.1% | -37.5% | +103.6% | +70.7% |
| 3Y | +256.9% | +37.1% | +219.8% | +183.8% |
| 5Y | +172.1% | +44.3% | +127.8% | +95.1% |
| 10Y | -64.7% | +737.4% | -802.1% | -84.2% |
| All | -64.7% | +765.9% | -830.6% | -84.2% |
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