+436.5%
CARR vs UEC
+2,429.8%
-1,993.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.0% | -4.0% | -1.3% |
| 7D | +3.2% | +2.6% | +0.7% | +3.0% |
| 30D | -7.7% | +5.6% | -13.3% | -8.4% |
| 3M | -11.9% | -5.7% | -6.2% | -12.1% |
| 6M | +2.0% | -8.0% | +10.1% | +1.5% |
| YTD | +13.2% | +1.8% | +11.4% | +10.6% |
| 1Y | -8.5% | +0.6% | -9.1% | -11.5% |
| 3Y | +5.0% | +155.2% | -150.2% | -11.7% |
| 5Y | +12.0% | +305.8% | -293.8% | -14.9% |
| All | +436.5% | +2,429.8% | -1,993.3% | +189.5% |
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