+297.1%
CVS vs UEC
+0.2%
+297.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | -0.4% |
| 7D | +6.6% | -3.8% | +10.3% | +6.7% |
| 30D | -0.4% | -13.5% | +13.1% | +0.2% |
| 3M | -5.3% | -40.5% | +35.2% | -2.9% |
| 6M | -7.7% | -56.7% | +49.0% | -4.3% |
| YTD | +16.0% | -43.0% | +59.0% | +17.6% |
| 1Y | +16.2% | -42.5% | +58.8% | +17.5% |
| 3Y | +47.6% | +11.6% | +36.0% | +39.5% |
| 5Y | +12.3% | +21.8% | -9.4% | +2.0% |
| 10Y | +62.4% | +623.9% | -561.5% | +22.4% |
| All | +297.1% | +0.2% | +297.0% | +172.1% |
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