+48.0%
CVX vs UEC
+146.8%
-98.8%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.4% | +4.4% | +2.0% |
| 7D | +1.0% | -0.2% | +1.1% | +1.0% |
| 30D | +10.7% | +1.9% | +8.7% | +10.5% |
| 3M | +15.5% | +8.9% | +6.6% | +15.0% |
| 6M | +14.9% | -14.5% | +29.3% | +14.8% |
| YTD | +44.2% | -0.7% | +44.9% | +42.2% |
| 1Y | +43.5% | -4.1% | +47.6% | +40.7% |
| All | +48.0% | +146.8% | -98.8% | +28.6% |
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