+71.5%
CART vs UEC
+22.0%
+49.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -9.9% | +7.5% | -1.8% |
| 7D | +1.2% | -20.5% | +21.7% | +2.5% |
| 30D | +27.1% | -35.9% | +63.0% | +30.3% |
| 3M | +27.4% | -39.6% | +67.0% | +30.8% |
| 6M | +32.1% | -55.3% | +87.4% | +37.4% |
| YTD | +28.5% | -44.5% | +73.0% | +29.2% |
| 1Y | +58.8% | -50.4% | +109.2% | +61.1% |
| 3Y | +114.8% | +12.1% | +102.6% | +81.6% |
| All | +71.5% | +22.0% | +49.4% | +37.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling