+3,159.9%
CVNA vs UEC
+416.3%
+2,743.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.1% | +4.2% | +2.8% |
| 7D | -1.6% | -3.8% | +2.1% | -0.6% |
| 30D | +24.9% | -13.5% | +38.4% | +29.5% |
| 3M | -1.8% | -40.5% | +38.7% | +12.6% |
| 6M | +3.5% | -56.7% | +60.2% | +26.8% |
| YTD | -14.3% | -43.0% | +28.7% | -6.7% |
| 1Y | +13.6% | -42.5% | +56.1% | +22.4% |
| 3Y | +1,163.4% | +11.6% | +1,151.9% | +851.1% |
| 5Y | +22.9% | +21.8% | +1.1% | -16.8% |
| All | +3,159.9% | +416.3% | +2,743.6% | +915.4% |
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