+62.8%
CVE vs UEC
+107.0%
-44.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -9.9% | +7.1% | -1.0% |
| 7D | -14.1% | -20.5% | +6.4% | -10.5% |
| 30D | -11.6% | -35.9% | +24.3% | -4.8% |
| 3M | 0.0% | -39.6% | +39.6% | +8.1% |
| 6M | -8.4% | -55.3% | +46.9% | +2.4% |
| YTD | +65.9% | -44.5% | +110.4% | +74.5% |
| 1Y | +69.4% | -50.4% | +119.8% | +80.4% |
| 3Y | +55.9% | +12.1% | +43.8% | +31.6% |
| 5Y | +146.2% | +41.5% | +104.7% | +82.6% |
| 10Y | +140.6% | +644.8% | -504.2% | +10.0% |
| All | +62.8% | +107.0% | -44.3% | -29.0% |
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 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