-1.4%
CLX vs UEC
+908.7%
-910.1%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.4% | +0.3% | -2.1% |
| 7D | -4.9% | -0.2% | -4.8% | -4.9% |
| 30D | -15.8% | +1.9% | -17.7% | -15.9% |
| 3M | -7.9% | +8.9% | -16.9% | -8.2% |
| 6M | -19.0% | -14.5% | -4.6% | -19.0% |
| YTD | -7.9% | -0.7% | -7.3% | -8.4% |
| 1Y | -25.4% | -4.1% | -21.3% | -25.8% |
| 3Y | -35.0% | +148.9% | -183.9% | -37.6% |
| 5Y | -36.8% | +300.0% | -336.8% | -41.3% |
| 10Y | -1.4% | +994.3% | -995.8% | -19.9% |
| All | -1.4% | +908.7% | -910.1% | -19.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling