-30.5%
CHWY vs UMAC
-11.2%
-19.2%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -17.6% | +15.9% | -1.6% |
| 7D | +10.4% | -37.8% | +48.3% | +10.8% |
| 30D | +26.8% | -52.0% | +78.8% | +27.7% |
| 3M | -4.3% | -58.3% | +54.0% | -3.5% |
| 6M | -6.3% | -21.0% | +14.7% | -7.7% |
| YTD | -30.4% | -15.7% | -14.7% | -31.6% |
| 1Y | -30.5% | -9.8% | -20.6% | -31.8% |
| All | -30.5% | -11.2% | -19.2% | -31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 1y: compounded portfolio wealth divided by compounded UMAC 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…
1y analysis · Full analysis span regression · 6 months rolling