+43.8%
CAVA vs UEC
+134.5%
-90.7%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -5.0% | +0.6% | -3.6% |
| 7D | -12.4% | -4.3% | -8.2% | -11.8% |
| 30D | -11.2% | -3.8% | -7.4% | -10.9% |
| 3M | -33.8% | +17.0% | -50.8% | -35.7% |
| 6M | -32.5% | -23.9% | -8.6% | -31.2% |
| YTD | -8.0% | -5.7% | -2.3% | -10.8% |
| 1Y | -17.1% | -12.5% | -4.6% | -20.5% |
| All | +43.8% | +134.5% | -90.7% | +3.8% |
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 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