+205.5%
CLSK vs UEC
+134.5%
+71.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -5.0% | +1.4% | -1.6% |
| 7D | +1.7% | -4.3% | +6.0% | +3.6% |
| 30D | +11.1% | -3.8% | +15.0% | +12.1% |
| 3M | -14.1% | +17.0% | -31.1% | -19.9% |
| 6M | +32.9% | -23.9% | +56.8% | +42.1% |
| YTD | +26.5% | -5.7% | +32.1% | +26.5% |
| 1Y | +27.6% | -12.5% | +40.2% | +29.6% |
| All | +205.5% | +134.5% | +71.0% | +105.8% |
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