+135.5%
CVE vs UEC
+47.5%
+88.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +6.8% | -7.4% | -1.7% |
| 7D | -16.1% | -10.2% | -5.9% | -14.7% |
| 30D | -10.4% | -26.9% | +16.5% | -6.2% |
| 3M | -2.4% | -35.7% | +33.3% | +3.6% |
| 6M | -4.4% | -56.1% | +51.7% | +6.6% |
| YTD | +64.9% | -40.8% | +105.7% | +69.9% |
| 1Y | +66.0% | -43.4% | +109.4% | +71.0% |
| 3Y | +57.7% | +25.4% | +32.3% | +24.2% |
| All | +135.5% | +47.5% | +88.0% | +76.2% |
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 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