-47.8%
CLF vs UEC
+274.7%
-322.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.7% |
| 7D | +7.6% | -6.9% | +14.5% | +9.6% |
| 30D | -1.2% | +7.6% | -8.8% | -3.6% |
| 3M | -13.4% | -18.4% | +5.0% | -10.0% |
| 6M | +15.4% | -23.3% | +38.7% | +20.7% |
| YTD | -5.9% | -1.2% | -4.7% | -9.4% |
| 1Y | +18.8% | +2.3% | +16.5% | +11.9% |
| 3Y | -19.4% | +162.3% | -181.7% | -47.0% |
| All | -47.8% | +274.7% | -322.5% | -73.1% |
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 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