+80.1%
CLF vs UEC
+765.9%
-685.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +10.1% | -3.1% | +4.2% |
| 7D | -14.1% | +1.5% | -15.6% | -14.2% |
| 30D | -5.5% | -17.1% | +11.5% | -0.9% |
| 3M | 0.0% | -32.3% | +32.3% | +10.0% |
| 6M | +11.3% | -49.7% | +61.0% | +30.7% |
| YTD | -7.7% | -34.8% | +27.1% | -1.2% |
| 1Y | +17.5% | -37.5% | +55.1% | +26.2% |
| 3Y | -25.4% | +37.1% | -62.5% | -41.0% |
| 5Y | -46.0% | +44.3% | -90.3% | -62.6% |
| 10Y | +80.1% | +737.4% | -657.3% | -30.1% |
| All | +80.1% | +765.9% | -685.8% | -30.1% |
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