+420.1%
CORZ vs UEC
+44.2%
+375.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.3% | -0.2% |
| 7D | +8.4% | -6.9% | +15.3% | +11.2% |
| 30D | -17.8% | +7.6% | -25.5% | -20.7% |
| 3M | -35.9% | -18.4% | -17.5% | -32.3% |
| 6M | +12.9% | -23.3% | +36.2% | +19.0% |
| YTD | +22.9% | -1.2% | +24.1% | +17.5% |
| 1Y | +31.4% | +2.3% | +29.0% | +20.7% |
| All | +420.1% | +44.2% | +375.8% | +268.4% |
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