+66.3%
CTAS vs UEC
+156.3%
-90.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.0% | -3.0% | 0.0% |
| 7D | 0.0% | +2.6% | -2.6% | -0.1% |
| 30D | -1.0% | +5.6% | -6.6% | -1.1% |
| 3M | +15.8% | -5.7% | +21.5% | +15.9% |
| 6M | -1.0% | -8.0% | +7.0% | -1.0% |
| YTD | +7.4% | +1.8% | +5.6% | +6.7% |
| 1Y | -0.1% | +0.6% | -0.7% | -1.3% |
| 3Y | +66.3% | +155.2% | -88.9% | +47.3% |
| All | +66.3% | +156.3% | -90.0% | +47.3% |
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 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