+521.2%
CRL vs UEC
+73.5%
+447.7%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -1.9% | -1.7% |
| 7D | -1.0% | -6.9% | +5.9% | -0.4% |
| 30D | +10.7% | +7.6% | +3.0% | +9.8% |
| 3M | +55.3% | -18.4% | +73.7% | +57.0% |
| 6M | +60.7% | -23.3% | +83.9% | +62.1% |
| YTD | +44.6% | -1.2% | +45.8% | +42.2% |
| 1Y | +77.7% | +2.3% | +75.4% | +72.1% |
| 3Y | +37.6% | +162.3% | -124.6% | +18.5% |
| 5Y | -35.8% | +287.2% | -323.1% | -48.8% |
| 10Y | +241.7% | +1,009.6% | -767.9% | +127.6% |
| All | +521.2% | +73.5% | +447.7% | +278.6% |
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 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