+304.2%
CHRW vs UEC
+7.8%
+296.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.9% | +5.9% | +0.3% |
| 7D | -3.4% | -5.2% | +1.8% | -3.2% |
| 30D | -9.4% | -22.0% | +12.6% | -8.3% |
| 3M | -12.6% | -37.0% | +24.4% | -10.8% |
| 6M | -24.2% | -52.7% | +28.5% | -21.8% |
| YTD | -18.9% | -38.6% | +19.7% | -17.9% |
| 1Y | -13.7% | -44.6% | +30.9% | -12.3% |
| 3Y | +72.6% | +27.1% | +45.5% | +63.2% |
| 5Y | +55.6% | +37.9% | +17.7% | +41.9% |
| 10Y | +122.7% | +631.6% | -508.9% | +72.2% |
| All | +304.2% | +7.8% | +296.4% | +223.7% |
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