-26.0%
CCL vs UEC
+73.5%
-99.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.1% | +0.1% |
| 7D | -5.0% | -6.9% | +1.9% | -4.1% |
| 30D | -20.3% | +7.6% | -28.0% | -21.4% |
| 3M | -15.1% | -18.4% | +3.2% | -13.5% |
| 6M | -15.1% | -23.3% | +8.2% | -13.3% |
| YTD | -21.8% | -1.2% | -20.6% | -23.5% |
| 1Y | -24.8% | +2.3% | -27.1% | -27.9% |
| 3Y | +51.9% | +162.3% | -110.4% | +22.5% |
| 5Y | +4.0% | +287.2% | -283.2% | -23.5% |
| 10Y | -42.2% | +1,009.6% | -1,051.8% | -65.6% |
| All | -26.0% | +73.5% | -99.5% | -63.3% |
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 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