+17.2%
CHWY vs UMAC
+473.8%
-456.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.5% | -0.6% | -3.0% |
| 7D | -13.6% | -3.4% | -10.2% | -13.5% |
| 30D | -8.5% | -15.1% | +6.5% | -8.4% |
| 3M | +8.9% | -10.8% | +19.7% | +8.8% |
| 6M | -20.5% | +15.7% | -36.1% | -21.6% |
| YTD | -38.2% | +80.1% | -118.3% | -39.7% |
| 1Y | -43.3% | +116.7% | -160.0% | -45.2% |
| All | +17.2% | +473.8% | -456.5% | +2.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling