-40.4%
ACN vs CHWY
-11.7%
-28.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -3.0% | +6.4% | +3.8% |
| 7D | -1.5% | -13.6% | +12.1% | +0.7% |
| 30D | +2.1% | -8.5% | +10.6% | +3.5% |
| 3M | +11.1% | +8.9% | +2.2% | +9.8% |
| 6M | -6.8% | -20.5% | +13.6% | -4.2% |
| YTD | -30.0% | -38.2% | +8.1% | -26.1% |
| 1Y | -23.1% | -43.3% | +20.1% | -18.2% |
| 3Y | -40.4% | -8.5% | -31.9% | -40.9% |
| All | -40.4% | -11.7% | -28.7% | -40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CHWY.
Daily Out/Under-Performance
Portfolio return minus CHWY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHWY 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 3y: compounded portfolio wealth divided by compounded CHWY 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…
3y analysis · Full analysis span regression · 6 months rolling