+73.5%
CART vs UEC
+35.0%
+38.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.9% | +5.9% | +0.4% |
| 7D | +0.3% | -5.2% | +5.4% | +0.5% |
| 30D | +22.4% | -22.0% | +44.4% | +24.0% |
| 3M | +15.6% | -37.0% | +52.6% | +18.4% |
| 6M | +44.9% | -52.7% | +97.6% | +50.3% |
| YTD | +30.0% | -38.6% | +68.6% | +29.9% |
| 1Y | +56.6% | -44.6% | +101.2% | +57.7% |
| 3Y | +131.9% | +27.1% | +104.8% | +93.5% |
| All | +73.5% | +35.0% | +38.5% | +38.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling