+30.2%
CCL vs UEC
+41.6%
-11.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +10.1% | -6.0% | +2.0% |
| 7D | +3.1% | +1.5% | +1.6% | +2.5% |
| 30D | +17.5% | -17.1% | +34.6% | +21.8% |
| 3M | +6.8% | -32.3% | +39.1% | +14.9% |
| 6M | +18.7% | -49.7% | +68.5% | +34.1% |
| YTD | +3.0% | -34.8% | +37.8% | +7.1% |
| 1Y | +17.7% | -37.5% | +55.3% | +22.3% |
| 3Y | +155.6% | +37.1% | +118.6% | +92.3% |
| 5Y | +30.2% | +44.3% | -14.1% | -13.4% |
| All | +30.2% | +41.6% | -11.5% | -13.4% |
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 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