-2.7%
CCL vs UEC
+7.8%
-10.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.9% | +5.7% | +0.6% |
| 7D | +5.8% | -5.2% | +11.0% | +6.4% |
| 30D | +17.3% | -22.0% | +39.2% | +20.9% |
| 3M | +11.3% | -37.0% | +48.3% | +17.8% |
| 6M | +18.5% | -52.7% | +71.2% | +29.1% |
| YTD | +2.8% | -38.6% | +41.4% | +6.8% |
| 1Y | +16.7% | -44.6% | +61.3% | +22.4% |
| 3Y | +146.0% | +27.1% | +118.9% | +118.7% |
| 5Y | +33.6% | +37.9% | -4.2% | +12.2% |
| 10Y | -29.4% | +631.6% | -661.1% | -55.4% |
| All | -2.7% | +7.8% | -10.5% | -48.8% |
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