+162.3%
CVE vs UEC
+988.7%
-826.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.4% |
| 7D | +2.5% | -6.9% | +9.4% | +3.8% |
| 30D | +16.7% | +7.6% | +9.1% | +14.4% |
| 3M | +9.3% | -18.4% | +27.7% | +11.7% |
| 6M | +43.6% | -23.3% | +66.9% | +45.3% |
| YTD | +93.6% | -1.2% | +94.8% | +84.1% |
| 1Y | +98.8% | +2.3% | +96.4% | +83.0% |
| 3Y | +73.6% | +162.3% | -88.7% | +20.1% |
| 5Y | +312.5% | +287.2% | +25.2% | +136.2% |
| All | +162.3% | +988.7% | -826.4% | +0.2% |
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