+766.3%
CCJ vs UEC
+631.2%
+135.2%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -5.9% | +2.5% | -1.0% |
| 7D | +5.0% | +4.9% | +0.1% | +2.9% |
| 30D | -16.7% | -17.5% | +0.8% | -10.0% |
| 3M | -27.5% | -40.1% | +12.6% | -11.2% |
| 6M | -38.6% | -56.1% | +17.5% | -16.0% |
| YTD | -21.5% | -41.8% | +20.2% | -5.1% |
| 1Y | -22.3% | -44.8% | +22.5% | -4.7% |
| 3Y | +69.9% | +20.6% | +49.3% | +47.0% |
| 5Y | +163.6% | +24.3% | +139.3% | +105.2% |
| All | +766.3% | +631.2% | +135.2% | +252.0% |
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 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