-72.2%
CHWY vs UEC
+198.6%
-270.8%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -5.2% | +2.1% | -2.0% |
| 7D | -13.6% | -9.4% | -4.2% | -11.9% |
| 30D | -8.5% | -8.0% | -0.5% | -7.5% |
| 3M | +8.9% | -1.7% | +10.6% | +8.2% |
| 6M | -20.5% | -26.1% | +5.7% | -18.3% |
| YTD | -38.2% | -10.5% | -27.6% | -40.0% |
| 1Y | -43.3% | -13.3% | -30.0% | -46.1% |
| 3Y | -8.5% | +116.4% | -124.9% | -40.5% |
| All | -72.2% | +198.6% | -270.8% | -85.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling