-8.0%
ADBE vs CHWY
-43.2%
+35.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.0% | +4.4% | +2.0% |
| 7D | -5.4% | -13.6% | +8.3% | -2.5% |
| 30D | -2.5% | -8.5% | +6.0% | -0.9% |
| 3M | +15.3% | +8.9% | +6.4% | +12.8% |
| 6M | -7.8% | -20.5% | +12.6% | -4.2% |
| YTD | -27.9% | -38.2% | +10.2% | -21.4% |
| 1Y | -28.0% | -43.3% | +15.2% | -20.4% |
| 3Y | -55.3% | -8.5% | -46.8% | -58.1% |
| 5Y | -61.7% | -72.7% | +11.0% | -56.3% |
| All | -8.0% | -43.2% | +35.2% | -26.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling