+362.7%
CHRW vs UEC
+73.5%
+289.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.1% |
| 7D | -1.4% | -6.9% | +5.5% | -1.0% |
| 30D | -3.5% | +7.6% | -11.1% | -4.0% |
| 3M | -19.4% | -18.4% | -1.0% | -18.9% |
| 6M | -21.4% | -23.3% | +1.9% | -20.9% |
| YTD | -7.1% | -1.2% | -5.9% | -8.1% |
| 1Y | +17.8% | +2.3% | +15.5% | +15.7% |
| 3Y | +78.8% | +162.3% | -83.5% | +62.6% |
| 5Y | +83.5% | +287.2% | -203.7% | +58.1% |
| 10Y | +160.2% | +1,009.6% | -849.4% | +97.0% |
| All | +362.7% | +73.5% | +289.2% | +262.1% |
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