+326.0%
CAT vs UEC
+274.7%
+51.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.5% | +1.7% |
| 7D | +1.7% | -6.9% | +8.6% | +2.8% |
| 30D | -6.6% | +7.6% | -14.2% | -7.9% |
| 3M | -13.3% | -18.4% | +5.1% | -11.5% |
| 6M | +11.6% | -23.3% | +34.9% | +14.1% |
| YTD | +42.9% | -1.2% | +44.1% | +40.3% |
| 1Y | +95.4% | +2.3% | +93.1% | +88.8% |
| 3Y | +196.6% | +162.3% | +34.3% | +138.9% |
| All | +326.0% | +274.7% | +51.3% | +214.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling