+29.1%
CAVA vs UEC
+273.0%
-243.9%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.4% | -3.6% | -5.7% |
| 7D | -8.5% | -0.2% | -8.4% | -8.5% |
| 30D | -8.2% | +1.9% | -10.2% | -8.7% |
| 3M | -25.9% | +8.9% | -34.8% | -27.5% |
| 6M | -30.9% | -14.5% | -16.5% | -31.0% |
| YTD | -3.7% | -0.7% | -3.0% | -7.2% |
| 1Y | -13.4% | -4.1% | -9.4% | -18.1% |
| 3Y | +44.2% | +148.9% | -104.7% | +11.9% |
| All | +29.1% | +273.0% | -243.9% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling