+73.5%
CART vs UEC
+28.1%
+45.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.9% | +5.3% | -0.3% |
| 7D | +1.2% | +4.9% | -3.7% | +0.8% |
| 30D | +17.8% | -17.5% | +35.3% | +18.9% |
| 3M | +20.7% | -40.1% | +60.8% | +23.9% |
| 6M | +49.7% | -56.1% | +105.8% | +56.1% |
| YTD | +30.0% | -41.8% | +71.8% | +30.3% |
| 1Y | +48.4% | -44.8% | +93.2% | +49.2% |
| 3Y | +132.0% | +20.6% | +111.4% | +94.1% |
| All | +73.5% | +28.1% | +45.5% | +38.7% |
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