+207.5%
CLX vs UEC
+8.7%
+198.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | +0.2% |
| 7D | +7.8% | +0.6% | +7.2% | +7.7% |
| 30D | +28.5% | -18.1% | +46.6% | +29.0% |
| 3M | +1.3% | -36.9% | +38.2% | +2.2% |
| 6M | +23.4% | -56.1% | +79.5% | +25.2% |
| YTD | +11.4% | -38.1% | +49.5% | +11.9% |
| 1Y | +6.9% | -41.7% | +48.6% | +7.5% |
| 3Y | -9.8% | +28.2% | -38.0% | -11.9% |
| 5Y | -22.7% | +31.7% | -54.4% | -25.6% |
| 10Y | +28.7% | +685.9% | -657.1% | +12.6% |
| All | +207.5% | +8.7% | +198.8% | +158.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling