+644.6%
CRL vs UEC
+7.8%
+636.8%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.9% | +3.8% | -1.6% |
| 7D | -1.7% | -5.2% | +3.4% | -1.3% |
| 30D | +14.6% | -22.0% | +36.6% | +17.0% |
| 3M | +24.8% | -37.0% | +61.8% | +29.6% |
| 6M | +94.7% | -52.7% | +147.4% | +105.4% |
| YTD | +73.4% | -38.6% | +112.0% | +77.3% |
| 1Y | +104.7% | -44.6% | +149.2% | +110.5% |
| 3Y | +101.1% | +27.1% | +73.9% | +84.6% |
| 5Y | -10.8% | +37.9% | -48.7% | -22.0% |
| 10Y | +358.8% | +631.6% | -272.8% | +217.0% |
| All | +644.6% | +7.8% | +636.8% | +372.2% |
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