+350.3%
CRL vs UEC
+616.1%
-265.9%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.2% | -0.6% |
| 7D | +0.1% | -3.8% | +3.9% | +0.5% |
| 30D | +11.9% | -13.5% | +25.4% | +13.8% |
| 3M | +20.2% | -40.5% | +60.6% | +26.9% |
| 6M | +107.5% | -56.7% | +164.2% | +125.0% |
| YTD | +69.4% | -43.0% | +112.4% | +75.7% |
| 1Y | +99.7% | -42.5% | +142.3% | +105.9% |
| 3Y | +98.8% | +11.6% | +87.2% | +77.9% |
| 5Y | -12.4% | +21.8% | -34.2% | -27.3% |
| All | +350.3% | +616.1% | -265.9% | +167.9% |
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