+683.8%
CTAS vs UEC
+908.7%
-224.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | 0.0% |
| 7D | +1.0% | -0.2% | +1.2% | +1.0% |
| 30D | -1.1% | +1.9% | -3.0% | -1.4% |
| 3M | +11.5% | +8.9% | +2.6% | +9.9% |
| 6M | +0.2% | -14.5% | +14.6% | -0.1% |
| YTD | +7.2% | -0.7% | +7.9% | +4.4% |
| 1Y | 0.0% | -4.1% | +4.0% | -3.4% |
| 3Y | +65.9% | +148.9% | -83.0% | +37.8% |
| 5Y | +109.6% | +300.0% | -190.4% | +52.9% |
| 10Y | +683.8% | +994.3% | -310.6% | +320.3% |
| All | +683.8% | +908.7% | -224.9% | +320.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling