-72.2%
CHWY vs UDR
-20.2%
-52.1%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.1% | -3.0% | -3.0% |
| 7D | -13.6% | -3.5% | -10.1% | -11.6% |
| 30D | -8.5% | -5.3% | -3.2% | -5.3% |
| 3M | +8.9% | -9.5% | +18.4% | +15.9% |
| 6M | -20.5% | -0.7% | -19.8% | -20.4% |
| YTD | -38.2% | -1.2% | -37.0% | -38.2% |
| 1Y | -43.3% | -5.7% | -37.5% | -41.6% |
| 3Y | -8.5% | +3.7% | -12.3% | -14.3% |
| All | -72.2% | -20.2% | -52.1% | -67.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UDR.
Daily Out/Under-Performance
Portfolio return minus UDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UDR 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 5y: compounded portfolio wealth divided by compounded UDR 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…
5y analysis · Full analysis span regression · 6 months rolling