-43.4%
CCL vs UEC
+939.6%
-983.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.0% | +4.0% | 0.0% |
| 7D | -4.3% | -4.3% | 0.0% | -3.5% |
| 30D | -19.0% | -3.8% | -15.1% | -18.7% |
| 3M | -13.1% | +17.0% | -30.1% | -16.7% |
| 6M | -13.3% | -23.9% | +10.6% | -10.3% |
| YTD | -25.2% | -5.7% | -19.6% | -27.5% |
| 1Y | -27.2% | -12.5% | -14.7% | -30.0% |
| 3Y | +49.2% | +136.5% | -87.3% | +5.1% |
| 5Y | +0.4% | +243.3% | -242.9% | -40.8% |
| All | -43.4% | +939.6% | -983.0% | -78.2% |
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