+62.4%
CART vs UEC
-46.3%
+108.7%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.9% | +6.5% | +1.5% |
| 7D | +1.4% | -13.8% | +15.2% | +1.3% |
| 30D | +29.7% | -23.1% | +52.8% | +29.6% |
| 3M | +29.7% | -31.5% | +61.2% | +29.5% |
| 6M | +36.8% | -51.5% | +88.3% | +36.3% |
| YTD | +31.7% | -38.4% | +70.1% | +27.2% |
| 1Y | +62.4% | -44.7% | +107.1% | +59.4% |
| All | +62.4% | -46.3% | +108.7% | +59.4% |
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