+87.5%
CLF vs UEC
+623.0%
-535.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.3% | +2.0% |
| 7D | +2.3% | +0.6% | +1.8% | +2.2% |
| 30D | +1.9% | -18.1% | +20.1% | +7.3% |
| 3M | +5.9% | -36.9% | +42.8% | +18.5% |
| 6M | +16.9% | -56.1% | +73.0% | +42.3% |
| YTD | -1.1% | -38.1% | +37.0% | +7.3% |
| 1Y | +28.8% | -41.7% | +70.5% | +40.9% |
| 3Y | -20.6% | +28.2% | -48.8% | -36.1% |
| 5Y | -41.5% | +31.7% | -73.2% | -58.5% |
| 10Y | +87.5% | +685.9% | -598.4% | -23.6% |
| All | +87.5% | +623.0% | -535.5% | -23.6% |
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