+172.2%
CVX vs UEC
+289.3%
-117.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.4% | +4.4% | +2.1% |
| 7D | +1.0% | -0.2% | +1.1% | +1.0% |
| 30D | +10.7% | +1.9% | +8.7% | +10.2% |
| 3M | +15.5% | +8.9% | +6.6% | +13.8% |
| 6M | +14.9% | -14.5% | +29.3% | +14.4% |
| YTD | +44.2% | -0.7% | +44.9% | +40.2% |
| 1Y | +43.5% | -4.1% | +47.6% | +38.2% |
| 3Y | +45.0% | +148.9% | -104.0% | +16.9% |
| 5Y | +172.2% | +300.0% | -127.8% | +101.0% |
| All | +172.2% | +289.3% | -117.1% | +101.0% |
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