+76.3%
CL vs UEC
+765.9%
-689.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +10.1% | -8.7% | +1.2% |
| 7D | +0.5% | +1.5% | -0.9% | +0.4% |
| 30D | +11.6% | -17.1% | +28.7% | +12.1% |
| 3M | +5.6% | -32.3% | +37.9% | +6.6% |
| 6M | +13.2% | -49.7% | +62.9% | +14.9% |
| YTD | +26.9% | -34.8% | +61.7% | +27.3% |
| 1Y | +27.3% | -37.5% | +64.9% | +27.7% |
| 3Y | +39.7% | +37.1% | +2.7% | +33.0% |
| 5Y | +41.3% | +44.3% | -3.0% | +30.6% |
| 10Y | +76.3% | +737.4% | -661.1% | +31.3% |
| All | +76.3% | +765.9% | -689.6% | +31.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling