+216.7%
CTVA vs UEC
+691.7%
-475.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.2% | +4.5% | -0.1% |
| 7D | -4.5% | -9.4% | +4.9% | -3.4% |
| 30D | +11.3% | -8.0% | +19.3% | +12.0% |
| 3M | +12.3% | -1.7% | +14.0% | +11.7% |
| 6M | +7.2% | -26.1% | +33.3% | +8.9% |
| YTD | +26.0% | -10.5% | +36.5% | +24.0% |
| 1Y | +16.0% | -13.3% | +29.3% | +13.0% |
| 3Y | +73.9% | +116.4% | -42.4% | +41.5% |
| 5Y | +103.8% | +225.5% | -121.8% | +42.9% |
| All | +216.7% | +691.7% | -475.0% | +26.4% |
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