+42.4%
CART vs UEC
+123.9%
-81.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +3.0% | -9.0% | -6.2% |
| 7D | -4.1% | +2.6% | -6.7% | -4.3% |
| 30D | -4.3% | +5.6% | -9.9% | -4.9% |
| 3M | +13.1% | -5.7% | +18.8% | +13.0% |
| 6M | +26.0% | -8.0% | +34.1% | +25.1% |
| YTD | +6.7% | +1.8% | +4.9% | +3.7% |
| 1Y | +6.3% | +0.6% | +5.7% | +2.6% |
| All | +42.4% | +123.9% | -81.5% | +10.4% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling