+134.8%
CVE vs UEC
+41.6%
+93.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +10.1% | -9.6% | -1.1% |
| 7D | -10.1% | +1.5% | -11.5% | -10.4% |
| 30D | -12.1% | -17.1% | +5.0% | -9.9% |
| 3M | -1.9% | -32.3% | +30.5% | +3.3% |
| 6M | -1.8% | -49.7% | +47.9% | +6.9% |
| YTD | +65.8% | -34.8% | +100.5% | +68.0% |
| 1Y | +60.8% | -37.5% | +98.4% | +62.9% |
| 3Y | +70.1% | +37.1% | +33.1% | +32.2% |
| 5Y | +134.8% | +44.3% | +90.4% | +74.9% |
| All | +134.8% | +41.6% | +93.1% | +74.9% |
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 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