-34.0%
CLF vs UEC
+19.3%
-53.3%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.8% | -5.1% | 0.0% |
| 7D | -19.6% | -10.2% | -9.3% | -17.3% |
| 30D | -5.0% | -26.9% | +22.0% | +2.3% |
| 3M | -6.3% | -35.7% | +29.4% | +3.3% |
| 6M | +2.8% | -56.1% | +58.9% | +22.2% |
| YTD | -13.7% | -40.8% | +27.0% | -5.8% |
| 1Y | +13.6% | -43.4% | +56.9% | +24.3% |
| 3Y | -34.0% | +25.4% | -59.3% | -40.8% |
| All | -34.0% | +19.3% | -53.3% | -40.8% |
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