+83.3%
CHRW vs UEC
+151.4%
-68.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.1% |
| 7D | -1.4% | -6.9% | +5.5% | -1.3% |
| 30D | -3.5% | +7.6% | -11.1% | -3.6% |
| 3M | -19.4% | -18.4% | -1.0% | -19.0% |
| 6M | -21.4% | -23.3% | +1.9% | -21.1% |
| YTD | -7.1% | -1.2% | -5.9% | -7.1% |
| 1Y | +17.8% | +2.3% | +15.5% | +17.6% |
| All | +83.3% | +151.4% | -68.2% | +75.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling