+444.5%
CORZ vs UEC
+48.6%
+395.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +3.0% | +1.7% | +3.6% |
| 7D | +16.6% | +2.6% | +14.0% | +15.5% |
| 30D | -10.9% | +5.6% | -16.4% | -13.3% |
| 3M | -31.0% | -5.7% | -25.3% | -30.9% |
| 6M | +26.0% | -8.0% | +34.1% | +24.5% |
| YTD | +28.6% | +1.8% | +26.8% | +21.7% |
| 1Y | +34.5% | +0.6% | +33.9% | +24.3% |
| All | +444.5% | +48.6% | +395.9% | +281.5% |
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