+20.2%
CLF vs UEC
-46.3%
+66.6%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -4.9% | -4.3% | -7.8% |
| 7D | -7.9% | -13.8% | +5.9% | -4.0% |
| 30D | +5.2% | -23.1% | +28.3% | +12.7% |
| 3M | +4.3% | -31.5% | +35.8% | +14.6% |
| 6M | +25.3% | -51.5% | +76.8% | +48.8% |
| YTD | -3.3% | -38.4% | +35.1% | +4.2% |
| 1Y | +20.2% | -44.7% | +64.9% | +32.7% |
| All | +20.2% | -46.3% | +66.6% | +32.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling