+158.3%
CAT vs UEC
+18.1%
+140.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.2% | -0.5% |
| 7D | +7.4% | -3.8% | +11.2% | +8.2% |
| 30D | -19.7% | -13.5% | -6.2% | -17.6% |
| 3M | -29.6% | -40.5% | +10.9% | -23.3% |
| 6M | -33.2% | -56.7% | +23.5% | -24.3% |
| YTD | +5.7% | -43.0% | +48.6% | +13.9% |
| 1Y | +9.3% | -42.5% | +51.9% | +17.3% |
| 3Y | +158.3% | +11.6% | +146.8% | +143.1% |
| All | +158.3% | +18.1% | +140.2% | +143.1% |
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