+219.2%
CVX vs UEC
+885.8%
-666.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.2% | +5.8% | +1.2% |
| 7D | +2.6% | -9.4% | +12.1% | +3.8% |
| 30D | +9.8% | -8.0% | +17.8% | +10.5% |
| 3M | +16.2% | -1.7% | +17.9% | +15.4% |
| 6M | +13.6% | -26.1% | +39.8% | +15.0% |
| YTD | +44.4% | -10.5% | +54.9% | +41.0% |
| 1Y | +40.6% | -13.3% | +53.9% | +35.8% |
| 3Y | +48.2% | +116.4% | -68.2% | +18.2% |
| 5Y | +172.3% | +225.5% | -53.3% | +88.0% |
| All | +219.2% | +885.8% | -666.7% | +51.5% |
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