+1,163.4%
CVNA vs UEC
+18.1%
+1,145.4%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.1% | +4.2% | +2.5% |
| 7D | -1.6% | -3.8% | +2.1% | -1.0% |
| 30D | +24.9% | -13.5% | +38.4% | +27.4% |
| 3M | -1.8% | -40.5% | +38.7% | +5.7% |
| 6M | +3.5% | -56.7% | +60.2% | +15.7% |
| YTD | -14.3% | -43.0% | +28.7% | -9.5% |
| 1Y | +13.6% | -42.5% | +56.1% | +19.3% |
| 3Y | +1,163.4% | +11.6% | +1,151.9% | +936.9% |
| All | +1,163.4% | +18.1% | +1,145.4% | +936.9% |
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 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