+51.5%
CART vs UEC
+117.3%
-65.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.5% | -1.3% |
| 7D | +1.0% | -6.9% | +8.0% | +1.5% |
| 30D | +12.6% | +7.6% | +5.0% | +11.9% |
| 3M | +23.1% | -18.4% | +41.5% | +24.1% |
| 6M | +39.5% | -23.3% | +62.8% | +40.5% |
| YTD | +13.5% | -1.2% | +14.7% | +10.6% |
| 1Y | +14.9% | +2.3% | +12.6% | +10.6% |
| All | +51.5% | +117.3% | -65.8% | +17.7% |
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 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