-26.2%
CTVA vs UEC
-56.3%
+30.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -24.3% | -5.9% | -18.4% | -23.9% |
| 7D | -23.7% | +4.9% | -28.6% | -23.5% |
| 30D | -31.2% | -17.5% | -13.7% | -30.6% |
| 3M | -18.7% | -40.1% | +21.4% | -17.5% |
| All | -26.2% | -56.3% | +30.1% | -23.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling