+33.2%
CTVA vs UEC
+23.6%
+9.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -24.3% | -5.9% | -18.4% | -23.7% |
| 7D | -23.7% | +4.9% | -28.6% | -23.9% |
| 30D | -31.2% | -17.5% | -13.7% | -30.1% |
| 3M | -18.7% | -40.1% | +21.4% | -15.3% |
| 6M | -25.5% | -56.1% | +30.6% | -20.6% |
| YTD | -8.0% | -41.8% | +33.8% | -5.7% |
| 1Y | -7.0% | -44.8% | +37.8% | -4.5% |
| 3Y | +45.2% | +20.6% | +24.6% | +29.9% |
| All | +33.2% | +23.6% | +9.5% | +14.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling