-27.8%
CLX vs UEC
+28.6%
-56.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.8% | -6.5% | +0.3% |
| 7D | +13.6% | -10.2% | +23.8% | +13.6% |
| 30D | +23.4% | -26.9% | +50.3% | +23.5% |
| 3M | -2.8% | -35.7% | +32.8% | -2.7% |
| 6M | +14.0% | -56.1% | +70.1% | +14.2% |
| YTD | +4.2% | -40.8% | +44.9% | +4.3% |
| 1Y | -1.2% | -43.4% | +42.2% | -1.1% |
| 3Y | -12.7% | +25.4% | -38.0% | -13.0% |
| All | -27.8% | +28.6% | -56.4% | -28.1% |
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