-41.8%
CLF vs UEC
+21.1%
-62.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.1% | -1.2% | -2.7% |
| 7D | +10.4% | -3.8% | +14.1% | +11.3% |
| 30D | +0.6% | -13.5% | +14.1% | +4.3% |
| 3M | +4.1% | -40.5% | +44.6% | +18.1% |
| 6M | +15.1% | -56.7% | +71.8% | +40.1% |
| YTD | -4.7% | -43.0% | +38.2% | +5.3% |
| 1Y | +20.4% | -42.5% | +62.9% | +31.9% |
| 3Y | -23.4% | +11.6% | -34.9% | -35.8% |
| All | -41.8% | +21.1% | -62.8% | -61.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling