-34.0%
CCL vs UEC
+616.1%
-650.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | +0.1% |
| 7D | -1.2% | -3.8% | +2.6% | -0.4% |
| 30D | +13.1% | -13.5% | +26.6% | +16.2% |
| 3M | +3.4% | -40.5% | +43.9% | +14.2% |
| 6M | +18.7% | -56.7% | +75.4% | +38.3% |
| YTD | -2.3% | -43.0% | +40.7% | +4.8% |
| 1Y | +14.2% | -42.5% | +56.7% | +21.1% |
| 3Y | +133.6% | +11.6% | +122.0% | +93.4% |
| 5Y | +33.5% | +21.8% | +11.7% | -1.5% |
| All | -34.0% | +616.1% | -650.2% | -71.4% |
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