+25.4%
UEC vs CASY
+154.1%
-128.7%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.3% | +7.1% | +6.8% |
| 7D | -10.2% | +1.1% | -11.3% | -10.4% |
| 30D | -26.9% | +8.7% | -35.6% | -28.0% |
| 3M | -35.7% | -17.3% | -18.4% | -34.0% |
| 6M | -56.1% | -19.7% | -36.4% | -54.4% |
| YTD | -40.8% | +24.8% | -65.6% | -46.8% |
| 1Y | -43.4% | +31.9% | -75.3% | -50.0% |
| 3Y | +25.4% | +155.4% | -130.0% | -0.9% |
| All | +25.4% | +154.1% | -128.7% | -0.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling