+12.9%
CVS vs UEC
+23.6%
-10.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.9% | +6.2% | +0.5% |
| 7D | +10.4% | +4.9% | +5.5% | +10.2% |
| 30D | +3.3% | -17.5% | +20.8% | +3.8% |
| 3M | -4.5% | -40.1% | +35.6% | -3.2% |
| 6M | -4.4% | -56.1% | +51.8% | -2.3% |
| YTD | +16.6% | -41.8% | +58.4% | +17.0% |
| 1Y | +15.3% | -44.8% | +60.1% | +15.8% |
| 3Y | +48.6% | +20.6% | +28.0% | +38.8% |
| 5Y | +12.9% | +24.3% | -11.4% | +6.4% |
| All | +12.9% | +23.6% | -10.8% | +6.4% |
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 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