+129.9%
CHRW vs UEC
+616.1%
-486.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.1% | +0.2% |
| 7D | +7.3% | -3.8% | +11.0% | +7.5% |
| 30D | -3.6% | -13.5% | +9.9% | -2.9% |
| 3M | -9.6% | -40.5% | +30.9% | -7.3% |
| 6M | -17.0% | -56.7% | +39.7% | -13.8% |
| YTD | -15.4% | -43.0% | +27.6% | -14.1% |
| 1Y | -10.0% | -42.5% | +32.5% | -8.8% |
| 3Y | +82.2% | +11.6% | +70.6% | +72.5% |
| 5Y | +59.4% | +21.8% | +37.6% | +44.6% |
| All | +129.9% | +616.1% | -486.2% | +78.5% |
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