+3.5%
CCL vs UEC
+278.7%
-275.2%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.0% | -4.4% | -1.9% |
| 7D | -0.1% | +2.6% | -2.7% | -0.7% |
| 30D | -20.0% | +5.6% | -25.6% | -21.2% |
| 3M | -13.7% | -5.7% | -7.9% | -13.8% |
| 6M | -9.0% | -8.0% | -1.0% | -9.7% |
| YTD | -22.8% | +1.8% | -24.6% | -26.4% |
| 1Y | -25.3% | +0.6% | -25.9% | -30.5% |
| 3Y | +54.1% | +155.2% | -101.1% | +3.3% |
| 5Y | +3.5% | +305.8% | -302.3% | -39.1% |
| All | +3.5% | +278.7% | -275.2% | -39.1% |
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