+40.0%
CVS vs UEC
+885.8%
-845.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.2% | +4.5% | -0.3% |
| 7D | -2.2% | -9.4% | +7.3% | -1.6% |
| 30D | -0.1% | -8.0% | +7.9% | +0.3% |
| 3M | -5.2% | -1.7% | -3.5% | -5.5% |
| 6M | +26.9% | -26.1% | +53.0% | +27.9% |
| YTD | +22.1% | -10.5% | +32.6% | +20.6% |
| 1Y | +30.8% | -13.3% | +44.1% | +28.6% |
| 3Y | +54.4% | +116.4% | -62.0% | +36.4% |
| 5Y | +33.4% | +225.5% | -192.2% | +7.8% |
| All | +40.0% | +885.8% | -845.8% | -14.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling