+10.7%
CARR vs UEC
+198.6%
-187.9%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -5.2% | +6.6% | +2.0% |
| 7D | -3.8% | -9.4% | +5.7% | -2.8% |
| 30D | -8.9% | -8.0% | -0.9% | -8.3% |
| 3M | -17.3% | -1.7% | -15.6% | -17.5% |
| 6M | -1.4% | -26.1% | +24.8% | +0.4% |
| YTD | +10.0% | -10.5% | +20.5% | +8.9% |
| 1Y | -6.4% | -13.3% | +6.9% | -8.0% |
| 3Y | +1.5% | +116.4% | -114.8% | -13.7% |
| All | +10.7% | +198.6% | -187.9% | -12.3% |
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