-2.9%
CCL vs UEC
+8.7%
-11.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.3% |
| 7D | -1.5% | +0.6% | -2.1% | -1.7% |
| 30D | +16.5% | -18.1% | +34.6% | +19.3% |
| 3M | +11.2% | -36.9% | +48.1% | +17.6% |
| 6M | +22.6% | -56.1% | +78.7% | +35.1% |
| YTD | +2.6% | -38.1% | +40.7% | +6.5% |
| 1Y | +17.0% | -41.7% | +58.6% | +21.8% |
| 3Y | +145.5% | +28.2% | +117.4% | +118.0% |
| 5Y | +36.1% | +31.7% | +4.4% | +14.9% |
| 10Y | -29.4% | +685.9% | -715.3% | -55.7% |
| All | -2.9% | +8.7% | -11.6% | -49.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling