+55.6%
CVS vs UEC
+146.8%
-91.2%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | -0.7% |
| 7D | -1.9% | -0.2% | -1.7% | -1.9% |
| 30D | -0.3% | +1.9% | -2.2% | -0.3% |
| 3M | -1.1% | +8.9% | -10.0% | -1.1% |
| 6M | +23.7% | -14.5% | +38.2% | +23.6% |
| YTD | +23.0% | -0.7% | +23.7% | +22.6% |
| 1Y | +37.2% | -4.1% | +41.2% | +36.7% |
| All | +55.6% | +146.8% | -91.2% | +50.6% |
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