-39.8%
CHWY vs UEC
+747.7%
-787.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.0% | +6.6% | +2.4% |
| 7D | -12.0% | -4.3% | -7.8% | -11.4% |
| 30D | -6.2% | -3.8% | -2.3% | -6.0% |
| 3M | +5.5% | +17.0% | -11.5% | +1.7% |
| 6M | -17.8% | -23.9% | +6.1% | -16.3% |
| YTD | -36.2% | -5.7% | -30.6% | -38.1% |
| 1Y | -40.0% | -12.5% | -27.4% | -42.2% |
| 3Y | -8.3% | +136.5% | -144.8% | -32.6% |
| 5Y | -71.9% | +243.3% | -315.2% | -81.6% |
| All | -39.8% | +747.7% | -787.4% | -74.4% |
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