+164.0%
CLX vs UEC
+73.5%
+90.5%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.3% |
| 7D | -9.2% | -6.9% | -2.3% | -9.1% |
| 30D | -11.0% | +7.6% | -18.7% | -11.2% |
| 3M | +5.0% | -18.4% | +23.4% | +5.3% |
| 6M | -18.8% | -23.3% | +4.5% | -18.6% |
| YTD | -4.4% | -1.2% | -3.2% | -4.8% |
| 1Y | -21.9% | +2.3% | -24.2% | -22.5% |
| 3Y | -32.8% | +162.3% | -195.0% | -35.4% |
| 5Y | -34.6% | +287.2% | -321.8% | -38.8% |
| 10Y | -4.7% | +1,009.6% | -1,014.3% | -17.2% |
| All | +164.0% | +73.5% | +90.5% | +120.0% |
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