+292.8%
CHRW vs UEC
+4.1%
+288.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +6.8% | -9.1% | -2.7% |
| 7D | +0.6% | -10.2% | +10.8% | +1.1% |
| 30D | -7.3% | -26.9% | +19.6% | -5.8% |
| 3M | -14.2% | -35.7% | +21.5% | -12.4% |
| 6M | -25.1% | -56.1% | +31.0% | -22.4% |
| YTD | -21.2% | -40.8% | +19.6% | -20.0% |
| 1Y | -14.2% | -43.4% | +29.2% | -12.9% |
| 3Y | +63.5% | +25.4% | +38.2% | +54.8% |
| 5Y | +49.6% | +51.1% | -1.5% | +35.8% |
| 10Y | +129.4% | +695.4% | -566.0% | +76.5% |
| All | +292.8% | +4.1% | +288.7% | +215.2% |
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