+144.6%
CAPR vs UEC
+47.5%
+97.0%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +6.8% | -2.1% | +3.0% |
| 7D | +41.1% | -10.2% | +51.3% | +44.5% |
| 30D | +11.1% | -26.9% | +38.0% | +19.7% |
| 3M | +115.3% | -35.7% | +151.0% | +138.1% |
| 6M | -73.8% | -56.1% | -17.7% | -69.5% |
| YTD | -68.8% | -40.8% | -28.1% | -67.2% |
| 1Y | +43.3% | -43.4% | +86.7% | +51.2% |
| 3Y | +214.7% | +25.4% | +189.3% | +160.1% |
| All | +144.6% | +47.5% | +97.0% | +71.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling