+281.7%
CORZ vs UEC
-10.4%
+292.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -5.9% | +9.1% | +5.5% |
| 7D | -7.8% | -5.2% | -2.6% | -5.8% |
| 30D | -14.8% | -22.0% | +7.2% | -5.9% |
| 3M | -32.5% | -37.0% | +4.5% | -20.1% |
| 6M | -42.7% | -52.7% | +10.0% | -26.6% |
| YTD | -9.8% | -38.6% | +28.8% | +3.3% |
| 1Y | -31.9% | -44.6% | +12.7% | -19.4% |
| All | +281.7% | -10.4% | +292.1% | +223.9% |
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