+73.5%
CART vs UEC
+43.5%
+30.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +10.1% | -9.5% | 0.0% |
| 7D | +1.5% | +1.5% | 0.0% | +1.3% |
| 30D | +22.4% | -17.1% | +39.5% | +23.6% |
| 3M | +16.5% | -32.3% | +48.9% | +18.8% |
| 6M | +44.9% | -49.7% | +94.6% | +49.8% |
| YTD | +30.0% | -34.8% | +64.7% | +29.4% |
| 1Y | +59.1% | -37.5% | +96.6% | +58.6% |
| 3Y | +138.8% | +37.1% | +101.8% | +97.7% |
| All | +73.5% | +43.5% | +30.0% | +37.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling