+143.9%
CAT vs UEC
+19.3%
+124.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.8% | -5.9% | -0.3% |
| 7D | -10.3% | -10.2% | 0.0% | -8.5% |
| 30D | -31.2% | -26.9% | -4.3% | -27.3% |
| 3M | -34.7% | -35.7% | +1.0% | -29.8% |
| 6M | -39.5% | -56.1% | +16.6% | -31.6% |
| YTD | -1.7% | -40.8% | +39.1% | +5.2% |
| 1Y | -1.1% | -43.4% | +42.2% | +6.1% |
| 3Y | +143.9% | +25.4% | +118.5% | +128.1% |
| All | +143.9% | +19.3% | +124.5% | +128.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling