-55.3%
ADBE vs CHWY
-11.7%
-43.6%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.0% | +4.4% | +1.8% |
| 7D | -5.4% | -13.6% | +8.3% | -3.6% |
| 30D | -2.5% | -8.5% | +6.0% | -1.5% |
| 3M | +15.3% | +8.9% | +6.4% | +14.0% |
| 6M | -7.8% | -20.5% | +12.6% | -5.9% |
| YTD | -27.9% | -38.2% | +10.2% | -24.8% |
| 1Y | -28.0% | -43.3% | +15.2% | -24.4% |
| 3Y | -55.3% | -8.5% | -46.8% | -52.0% |
| All | -55.3% | -11.7% | -43.6% | -52.0% |
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