+73.2%
CVE vs UEC
+157.0%
-83.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.3% |
| 7D | +2.5% | -6.9% | +9.4% | +3.2% |
| 30D | +16.7% | +7.6% | +9.1% | +15.6% |
| 3M | +9.3% | -18.4% | +27.7% | +10.8% |
| 6M | +43.6% | -23.3% | +66.9% | +45.0% |
| YTD | +93.6% | -1.2% | +94.8% | +88.1% |
| 1Y | +98.8% | +2.3% | +96.4% | +88.5% |
| All | +73.2% | +157.0% | -83.8% | +35.0% |
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