+155.6%
CCL vs UEC
+37.5%
+118.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +10.1% | -6.0% | +2.7% |
| 7D | +3.1% | +1.5% | +1.6% | +2.7% |
| 30D | +17.5% | -17.1% | +34.6% | +20.3% |
| 3M | +6.8% | -32.3% | +39.1% | +12.2% |
| 6M | +18.7% | -49.7% | +68.5% | +28.2% |
| YTD | +3.0% | -34.8% | +37.8% | +6.0% |
| 1Y | +17.7% | -37.5% | +55.3% | +21.2% |
| 3Y | +155.6% | +37.1% | +118.6% | +128.3% |
| All | +155.6% | +37.5% | +118.1% | +128.3% |
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