+43.3%
CTVA vs UEC
+18.1%
+25.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.1% | +4.7% | +2.8% |
| 7D | -20.8% | -3.8% | -17.0% | -20.4% |
| 30D | -29.6% | -13.5% | -16.1% | -29.0% |
| 3M | -16.9% | -40.5% | +23.6% | -14.3% |
| 6M | -24.3% | -56.7% | +32.4% | -20.6% |
| YTD | -5.6% | -43.0% | +37.4% | -3.8% |
| 1Y | -4.2% | -42.5% | +38.4% | -2.6% |
| 3Y | +43.3% | +11.6% | +31.7% | +34.1% |
| All | +43.3% | +18.1% | +25.2% | +34.1% |
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