+712.5%
CAT vs UEC
+765.9%
-53.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +10.1% | -2.9% | +5.7% |
| 7D | -2.4% | +1.5% | -3.9% | -2.6% |
| 30D | -25.0% | -17.1% | -7.9% | -22.9% |
| 3M | -28.7% | -32.3% | +3.6% | -24.8% |
| 6M | -33.0% | -49.7% | +16.8% | -26.9% |
| YTD | +5.4% | -34.8% | +40.2% | +9.9% |
| 1Y | +7.3% | -37.5% | +44.8% | +12.0% |
| 3Y | +166.0% | +37.1% | +129.0% | +136.4% |
| 5Y | +210.1% | +44.3% | +165.8% | +154.6% |
| 10Y | +712.5% | +737.4% | -24.8% | +339.8% |
| All | +712.5% | +765.9% | -53.4% | +339.8% |
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