-8.5%
CHWY vs UEC
+122.3%
-130.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -5.2% | +2.1% | -2.7% |
| 7D | -13.6% | -9.4% | -4.2% | -13.0% |
| 30D | -8.5% | -8.0% | -0.5% | -8.2% |
| 3M | +8.9% | -1.7% | +10.6% | +8.7% |
| 6M | -20.5% | -26.1% | +5.7% | -19.6% |
| YTD | -38.2% | -10.5% | -27.6% | -38.4% |
| 1Y | -43.3% | -13.3% | -30.0% | -43.9% |
| 3Y | -8.5% | +116.4% | -124.9% | -21.7% |
| All | -8.5% | +122.3% | -130.9% | -21.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling