-39.8%
CHWY vs UDR
-0.3%
-39.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +1.8% |
| 7D | -12.0% | -3.4% | -8.6% | -10.9% |
| 30D | -6.2% | -5.4% | -0.8% | -4.3% |
| 3M | +5.5% | -10.0% | +15.5% | +9.4% |
| 6M | -17.8% | -2.5% | -15.2% | -17.1% |
| YTD | -36.2% | -1.1% | -35.1% | -36.1% |
| 1Y | -40.0% | -3.9% | -36.1% | -39.3% |
| 3Y | -8.3% | +3.4% | -11.8% | -10.0% |
| 5Y | -71.9% | -18.9% | -53.0% | -70.9% |
| All | -39.8% | -0.3% | -39.4% | -35.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling