-40.7%
CHWY vs URA
+396.8%
-437.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -1.3% | -9.5% | -10.4% |
| 7D | -14.1% | +5.7% | -19.9% | -15.6% |
| 30D | -8.1% | +5.6% | -13.7% | -9.9% |
| 3M | +1.7% | +6.2% | -4.5% | -1.0% |
| 6M | -20.7% | -8.2% | -12.4% | -20.1% |
| YTD | -37.2% | +9.7% | -46.9% | -41.2% |
| 1Y | -50.7% | +17.0% | -67.7% | -55.8% |
| 3Y | -9.7% | +118.5% | -128.2% | -39.9% |
| 5Y | -72.9% | +134.3% | -207.2% | -82.9% |
| All | -40.7% | +396.8% | -437.4% | -71.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling