+943.0%
UEC vs CASY
+549.1%
+393.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -3.0% | +6.0% | +4.6% |
| 7D | +2.6% | -4.4% | +6.9% | +4.9% |
| 30D | +5.6% | -12.0% | +17.6% | +12.1% |
| 3M | -5.7% | -2.3% | -3.4% | -9.7% |
| 6M | -8.0% | +10.5% | -18.6% | -18.1% |
| YTD | +1.8% | +33.0% | -31.2% | -18.9% |
| 1Y | +0.6% | +41.1% | -40.5% | -23.1% |
| 3Y | +155.2% | +207.5% | -52.3% | +10.9% |
| 5Y | +305.8% | +290.7% | +15.1% | +45.7% |
| 10Y | +943.0% | +556.5% | +386.5% | +176.6% |
| All | +943.0% | +549.1% | +393.9% | +176.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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