+241.9%
CORZ vs UEC
-13.5%
+255.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +6.8% | -3.5% | +0.7% |
| 7D | -11.2% | -10.2% | -1.0% | -7.1% |
| 30D | -26.2% | -26.9% | +0.7% | -16.3% |
| 3M | -44.1% | -35.7% | -8.4% | -34.3% |
| 6M | -52.3% | -56.1% | +3.9% | -36.9% |
| YTD | -19.2% | -40.8% | +21.5% | -6.0% |
| 1Y | -42.9% | -43.4% | +0.5% | -32.7% |
| All | +241.9% | -13.5% | +255.4% | +194.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling