+235.6%
CAPR vs UEC
+18.1%
+217.5%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -2.1% | -4.9% | -6.4% |
| 7D | +5.9% | -3.8% | +9.6% | +7.4% |
| 30D | +44.6% | -13.5% | +58.1% | +50.4% |
| 3M | +126.4% | -40.5% | +166.8% | +158.3% |
| 6M | -68.6% | -56.7% | -11.9% | -62.4% |
| YTD | -67.0% | -43.0% | -24.0% | -64.8% |
| 1Y | +65.2% | -42.5% | +107.7% | +77.2% |
| 3Y | +235.6% | +11.6% | +224.0% | +228.7% |
| All | +235.6% | +18.1% | +217.5% | +228.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling