-1.8%
CARR vs UEC
-46.3%
+44.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.9% | +5.4% | +1.1% |
| 7D | -0.7% | -13.8% | +13.1% | +1.1% |
| 30D | +0.3% | -23.1% | +23.4% | +3.3% |
| 3M | -14.9% | -31.5% | +16.6% | -11.6% |
| 6M | -14.9% | -51.5% | +36.6% | -9.3% |
| YTD | +7.0% | -38.4% | +45.4% | +9.5% |
| 1Y | -1.8% | -44.7% | +42.9% | +1.1% |
| All | -1.8% | -46.3% | +44.6% | +1.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling