+6.6%
CVNA vs UEC
+273.6%
-267.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -5.0% | +0.7% | -2.7% |
| 7D | -4.3% | -4.3% | 0.0% | -3.0% |
| 30D | -2.4% | -3.8% | +1.5% | -1.9% |
| 3M | +4.5% | +17.0% | -12.5% | -2.4% |
| 6M | +10.2% | -23.9% | +34.1% | +14.6% |
| YTD | -16.7% | -5.7% | -11.1% | -22.0% |
| 1Y | -3.8% | -12.5% | +8.8% | -11.0% |
| 3Y | +648.3% | +136.5% | +511.8% | +280.6% |
| 5Y | +6.6% | +243.3% | -236.7% | -53.7% |
| All | +6.6% | +273.6% | -267.0% | -53.7% |
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