+326.9%
CVS vs UEC
+73.5%
+253.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.7% | -0.5% |
| 7D | +4.0% | -6.9% | +10.9% | +4.3% |
| 30D | -2.4% | +7.6% | -10.1% | -3.0% |
| 3M | +2.7% | -18.4% | +21.0% | +3.3% |
| 6M | +21.9% | -23.3% | +45.1% | +22.4% |
| YTD | +24.7% | -1.2% | +25.9% | +23.0% |
| 1Y | +35.4% | +2.3% | +33.1% | +32.5% |
| 3Y | +65.2% | +162.3% | -97.1% | +48.7% |
| 5Y | +30.5% | +287.2% | -256.7% | +10.7% |
| 10Y | +40.4% | +1,009.6% | -969.2% | +3.5% |
| All | +326.9% | +73.5% | +253.4% | +184.6% |
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 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