+732.7%
CLS vs UEC
+19.3%
+713.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.8% | -6.3% | -2.3% |
| 7D | -22.2% | -10.2% | -11.9% | -18.3% |
| 30D | -44.4% | -26.9% | -17.4% | -36.4% |
| 3M | -34.3% | -35.7% | +1.4% | -22.2% |
| 6M | -50.1% | -56.1% | +6.1% | -32.3% |
| YTD | -30.1% | -40.8% | +10.7% | -17.6% |
| 1Y | -39.3% | -43.4% | +4.0% | -27.0% |
| 3Y | +732.7% | +25.4% | +707.4% | +616.4% |
| All | +732.7% | +19.3% | +713.4% | +616.4% |
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