-72.2%
CHWY vs URA
+91.2%
-163.5%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.3% | +0.2% | -1.9% |
| 7D | -13.6% | -5.5% | -8.1% | -12.0% |
| 30D | -8.5% | -3.7% | -4.9% | -7.8% |
| 3M | +8.9% | -2.9% | +11.8% | +9.0% |
| 6M | -20.5% | -15.2% | -5.2% | -17.8% |
| YTD | -38.2% | +1.9% | -40.0% | -41.3% |
| 1Y | -43.3% | +6.9% | -50.2% | -48.6% |
| 3Y | -8.5% | +99.6% | -108.2% | -43.5% |
| All | -72.2% | +91.2% | -163.5% | -84.1% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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