-33.7%
CPRT vs UEC
+27.4%
-61.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.9% | +5.4% | -0.5% |
| 7D | +4.0% | -5.2% | +9.2% | +4.0% |
| 30D | +18.2% | -22.0% | +40.2% | +18.2% |
| 3M | +9.2% | -37.0% | +46.2% | +9.2% |
| 6M | -4.8% | -52.7% | +47.9% | -4.6% |
| YTD | -17.5% | -38.6% | +21.1% | -17.5% |
| 1Y | -22.0% | -44.6% | +22.6% | -21.9% |
| 3Y | -33.7% | +27.1% | -60.8% | -36.0% |
| All | -33.7% | +27.4% | -61.1% | -36.0% |
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