+89.6%
CL vs UEC
+616.1%
-526.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.1% | +3.9% | +1.9% |
| 7D | +3.2% | -3.8% | +7.0% | +3.3% |
| 30D | +8.0% | -13.5% | +21.5% | +8.4% |
| 3M | +7.9% | -40.5% | +48.3% | +9.3% |
| 6M | +14.7% | -56.7% | +71.4% | +17.1% |
| YTD | +29.2% | -43.0% | +72.1% | +30.0% |
| 1Y | +29.5% | -42.5% | +72.1% | +30.1% |
| 3Y | +40.7% | +11.6% | +29.1% | +34.7% |
| 5Y | +43.9% | +21.8% | +22.1% | +33.5% |
| All | +89.6% | +616.1% | -526.5% | +37.1% |
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