+37.6%
CL vs UEC
+19.3%
+18.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +6.8% | -8.9% | -1.9% |
| 7D | +1.3% | -10.2% | +11.6% | +1.0% |
| 30D | +11.4% | -26.9% | +38.3% | +10.4% |
| 3M | +4.4% | -35.7% | +40.1% | +3.2% |
| 6M | +10.8% | -56.1% | +66.9% | +8.7% |
| YTD | +25.1% | -40.8% | +65.9% | +24.3% |
| 1Y | +28.0% | -43.4% | +71.3% | +27.1% |
| 3Y | +37.6% | +25.4% | +12.3% | +37.0% |
| All | +37.6% | +19.3% | +18.3% | +37.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling