+72.5%
CART vs UEC
+30.3%
+42.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.8% | -6.2% | +0.2% |
| 7D | +3.0% | -10.2% | +13.2% | +3.6% |
| 30D | +28.6% | -26.9% | +55.5% | +30.8% |
| 3M | +29.1% | -35.7% | +64.8% | +32.0% |
| 6M | +44.7% | -56.1% | +100.8% | +50.9% |
| YTD | +29.2% | -40.8% | +70.0% | +29.5% |
| 1Y | +66.2% | -43.4% | +109.5% | +66.7% |
| 3Y | +112.8% | +25.4% | +87.5% | +76.9% |
| All | +72.5% | +30.3% | +42.1% | +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