+3,259.9%
CVNA vs UEC
+794.6%
+2,465.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.5% |
| 7D | +0.7% | -6.9% | +7.7% | +2.9% |
| 30D | +7.4% | +7.6% | -0.3% | +4.4% |
| 3M | +12.7% | -18.4% | +31.1% | +16.8% |
| 6M | +17.9% | -23.3% | +41.2% | +21.5% |
| YTD | -11.6% | -1.2% | -10.4% | -17.4% |
| 1Y | +0.8% | +2.3% | -1.6% | -9.9% |
| 3Y | +633.4% | +162.3% | +471.2% | +322.5% |
| 5Y | +13.5% | +287.2% | -273.8% | -44.8% |
| All | +3,259.9% | +794.6% | +2,465.3% | +799.0% |
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