+240.5%
CRL vs UEC
+939.6%
-699.1%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.0% | +3.1% | -1.3% |
| 7D | -6.9% | -4.3% | -2.7% | -6.5% |
| 30D | -3.2% | -3.8% | +0.6% | -3.0% |
| 3M | +46.5% | +17.0% | +29.6% | +43.1% |
| 6M | +63.1% | -23.9% | +87.0% | +65.3% |
| YTD | +36.9% | -5.7% | +42.5% | +34.3% |
| 1Y | +78.1% | -12.5% | +90.7% | +73.6% |
| 3Y | +36.7% | +136.5% | -99.8% | +11.7% |
| 5Y | -38.1% | +243.3% | -281.4% | -54.7% |
| All | +240.5% | +939.6% | -699.1% | +83.6% |
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