+268.7%
UEC vs CASY
+276.6%
-7.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | -6.9% | +0.1% | -7.0% | -7.0% |
| 30D | +7.6% | -11.3% | +19.0% | +11.3% |
| 3M | -18.4% | -0.6% | -17.7% | -20.9% |
| 6M | -23.3% | +10.7% | -34.0% | -28.9% |
| YTD | -1.2% | +37.1% | -38.3% | -16.3% |
| 1Y | +2.3% | +52.3% | -50.0% | -17.3% |
| 3Y | +162.3% | +215.2% | -52.9% | +44.2% |
| All | +268.7% | +276.6% | -7.9% | +87.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling