-99.3%
CAPR vs UEC
+73.5%
-172.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.3% |
| 7D | -2.0% | -6.9% | +5.0% | -1.0% |
| 30D | +139.2% | +7.6% | +131.5% | +136.4% |
| 3M | -66.4% | -18.4% | -48.0% | -66.2% |
| 6M | -63.1% | -23.3% | -39.9% | -62.9% |
| YTD | -67.4% | -1.2% | -66.2% | -68.6% |
| 1Y | +58.2% | +2.3% | +55.9% | +49.7% |
| 3Y | +42.2% | +162.3% | -120.1% | +15.3% |
| 5Y | +87.3% | +287.2% | -200.0% | +36.7% |
| 10Y | -75.3% | +1,009.6% | -1,084.9% | -85.5% |
| All | -99.3% | +73.5% | -172.8% | -99.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling