+231.7%
CTVA vs UEC
+774.2%
-542.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.1% | -0.9% |
| 7D | +4.9% | -6.9% | +11.9% | +5.8% |
| 30D | +11.9% | +7.6% | +4.3% | +10.6% |
| 3M | +13.7% | -18.4% | +32.1% | +15.3% |
| 6M | +13.1% | -23.3% | +36.4% | +14.4% |
| YTD | +32.0% | -1.2% | +33.2% | +28.3% |
| 1Y | +22.1% | +2.3% | +19.8% | +16.4% |
| 3Y | +77.5% | +162.3% | -84.8% | +40.8% |
| 5Y | +106.3% | +287.2% | -181.0% | +41.0% |
| All | +231.7% | +774.2% | -542.6% | +30.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling