+96.3%
CAT vs UEC
+5.5%
+90.8%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.0% | -2.0% | +0.4% |
| 7D | +5.6% | +2.6% | +3.0% | +5.0% |
| 30D | -2.3% | +5.6% | -7.9% | -3.9% |
| 3M | -10.0% | -5.7% | -4.3% | -10.4% |
| 6M | +21.2% | -8.0% | +29.3% | +20.1% |
| YTD | +44.4% | +1.8% | +42.7% | +39.8% |
| 1Y | +96.3% | +0.6% | +95.7% | +96.0% |
| All | +96.3% | +5.5% | +90.8% | +96.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling